It is possible there is a message somewhere in the list that was not sent. If you are, that is, the kind of person who keeps all the messages. Which I have to say I don't recommend as unless you can back them up somewhere, eventually you will lose them all when the phone dies, gets lost, etc.
You will have to either scroll through all those texts to see which is the one that didn't send (or possibly more than one) or clear out all the texts in that conversation to get it to go away.