If one was a regular message and one was a help request, it will depend on which one you answered (theoretically this is the only way you should have received 2 message threads, otherwise they're supposed to be combined).
If you answered the help request, then you can just mark the other one as spam. It could take a couple days, but the missed message should fall off your metrics.
If you answered the regular message but not the help request, then there isn't anything you can do. Those types of messages are not allowed to be sent to spam (because they're help requests specific to an order) and require a response within 24 hours.
When I have received these 2 of the same messages before, usually it's because they'll send me a message then I think Etsy prompts them to send a help request, so I'll get the 2nd one right after the other. I usually respond to the first one, then respond to the second one saying 'see my response in the other message thread', or something like that.
