how can I remove the startup message: no message selected

what i'm really looking for is a way to keep the screen from loading - whether it has 1 or 100 messages.

Are you referring to when you first boot up your Mac or when you open Mail?

To get that message to not display you need to click on a message and then close mail. When mail is opened again, that mailbox will be displayed with the email you clicked on in the right hand window.

Why is that message so annoying?

Click on messages having blue dot to read .

Hold shift key and tap the mails one by one say from 1 st mail to the 100 th mail , they will be highlighted and selected , press command and delete button on the keyboard to delete 100 mails in one stroke .

Do what CT suggested. You must click on a message in the left column to get rid of that message.

When you shut down make sure the checkboxe in this window is unchecked:

Also in the System/Users & Groups/Login Items preference pane make sure Mail is not listed:

Select a message?

See if Mail is set to open when you login or start up.

System Preferences> Users & Groups> Login Items if it is in the list highlight it and then press the minus button to remove it.