There's no way to remove an item from Special:Notifications, e.g. by marking it read/trashed/spam. This is particularly troubling given the false positives rate of the notifications, but would be a bug in any case.
The X icon that appears on hover is not a way to remove the item (as I expected) but rather to change preferences on that kind of item; it's not offered for things that can't be disabled, like talk page notifications.
See Also: