Welcome to Android Central! Do you mean that Facebook Messenger created folders that contain these stickers, and they're all showing up in your Gallery? If you delete those folders, Facebook Messenger will probably just recreate them. You could try using a file manager app like ES File Explorer to add a blank file named ".nomedia" to those folders, which instructs the system's Media Scanner to ignore those folders when looking for media files for the Gallery. I'm not sure if that will interfere with Messenger's ability to use the stickers, though.