There are some clients that allow you to request that a note gets deleted, but there is no guarantee that the relays will actually follow through with the request.

Some relays also prune notes older than a few months to save on storage space, but the paid premium relays usually don't delete anything. 

 Got it. I’ve downloaded a few clients to try them out.  They all seem to use different relays.  Is there any reason to add more relays to my preferred client?  What’s the benefit of a paid relay? 

 Only for more reach. Paid relays help with preventing spam by requiring the account to go through a pay wall to join.