There is a new glitch that basically bricks your console and forces you to factory reset it. Even deleting the message from the mobile app doesn't work. It happened to me during Rainbow Six: Siege. A player from the other team used a dummy account to send the message and crashed my entire team. We all have had to factory reset. Only one of our guys wasn't affected and he has his messages private.

Do this ASAP to prevent this from happening to you.

Go to Settings > Account Management > Privacy Settings > Enter your password > Personal Info | Messaging, and set Messages to either Friends (if you trust them) or No One.