EDITED:
First:
Try just removing the message with your phone or on the website and wait a few minutes first:
Get the phone app (PlayStation Messages) and erase the message from there to fix the problem. There are some conflicting reports on this.
If you want to use the website instead, you can go to
https://my.playstation.com/whatsnew
On the top right corner of the screen you will see the Messages symbol. From there you can select a specific person and then "leave this group" which will erase all of the messages sent by that person to you.
Turn off and restart the console.
(If it's still frozen even after pressing the power button once, hold down the same power button till it turns off)
Second:
AFTER you erase the messages using the app or website and still doesn't work:
Turn off the console if it's still on.
Then hold down the power button for ~7 seconds (it will beep twice) to make the PS4 go into Safe Mode.
Finally proceed to "Rebuild the Database" to fix the problem. (This is not factory reset, nothing will be erased).
Of course, after all that, report the dummy account to Sony.
How to change messages to private:
(Copied from the Sony website)
- Go to [Settings] > [Account Management] > [Privacy Settings] and enter your password.
- Select the feature you would like to change Privacy Settings for.
- Choose who you want to allow from the drop-down menu: Friends, Friends of Friends or No One and select [Confirm].