Removing an icon from Mac OS X menubar when Cmd+Drag won't work
Solution 1:
If it is opened at login, check login items in the Users & Groups preference pane, {~,}/Library/Launch{Daemons,Agents}/
, or /var/db/launchd.db/com.apple.launchd.peruser.501/overrides.plist.
You could also try opening Activity Monitor and quitting all processes that seem suspicious.
Solution 2:
Bartender was mentioned already, but if you like free, try Broomstick.
Broomstick is the easiest way to hide menubar icons that you don’t like. While most apps that create a menubar icon allow you to hide it, some apps don’t provide this option. Broomstick lets you take back control of your menubar!
Solution 3:
No one has answered the question yet.
Open the Messages app and go to Preferences. Under the General tab you'll see check boxes for Account Status (towards the middle of the window). Uncheck, Show Status in Menu Bar