Well, I can surely admit that I do not want, in many cases, my FB friends to know that I have read a message. This is simply bound to happen and you know the whole thing is complicated! But how can you accomplish this thing is the million-dollar question.
You do have luck, provided you use an Android device as you are provided with a golden opportunity to do this.
You can get the Privy Chat for Facebook, which is an absolutely free app. This is available in the Play store. This prevents your friends from knowing that a message they sent you has not been read by you.
As I have mentioned earlier, you may not want to reply to every message immediately after you read them and that is quite natural. Even the sender does not feel good as he or she knows that you have read the message but has not been able to reply to it. That can make things a lot worse.
This app does give a challenge or two for you, with its really tough user interface and features as well. But hard work does pay and it does what it claims. You can see a closed-eye icon which is displayed very clearly next to a received message. This shows that the message has not been marked as read. If you see an open eye, it indicates that the sender will know that you have read the said message.
It would very much useful and easier if you add the shortcut to the app to your home screen. You could use the app to read messages. What more, you can reply to the messages directly from the app itself, which is a great feature to say the least. Moreover, you can mark all messages in the conversation as read itself. So go give it a try is what I will say to all of you.