Mailbox error message

I have a mailbox that is a lighter shade of gray than any of the others. I can't move messages to it. When I try to delete it, however, I get the following message:

The operation couldn’t be completed. (MCMailErrorDomain error 1030.)

I tried creating a new mailbox with a different name to house the messages I wanted to organize, but mistakenly located it in a different folder. When I tried to delete it, I got the same message. So it seems I can't delete any mailbox.

Any help with this would be greatly appreciated.