Here's how a conversation appears in your Inbox:
Note: The number of messages in a conversation appears to the right of senders' names.
Here's what an opened conversation looks like:
Note: You can control whether messages are grouped into conversations: Click the Gear icon and then Settings in the upper-right corner of your Inbox and, on the General tab, scroll to Conversation View.
If Conversation View is off, new messages won’t be grouped into conversations, and any existing conversations are ungrouped into separate messages.
If Conversation View is on, you can't separate the messages in a conversation. However, if you want to send a reply but don't want it to be added to the conversation, you can simply change the subject line in your reply.