Is it possible to delete a JMS message from the queue without it being received by any client?
No, unless you don't mind relying on some vendor proprietary extension of the JMS API. To consume a message, a client has to receive and acknowledge it.
JMS providers typically provide a graphical user interface admin tool to view the contents of a queue, and to delete messages.
Another point to consider: When a JMS message's time-to-live has expired, it automatically disappears from the queue.