The 'X' means when someone unfriended you or didn't accept your friend request on Snapchat. Also, your messages aren't delivered to the other account until they have added you. Your messages are only delivered to another if they accept your friend request. To get rid of the 'X' icon in the Snapchat chat dashboard you can either add them or block their account.
The "X" on Snapchat usually appears next to a person's name, showing that they are not in your friend list or you have not yet accepted their friend request. This may also mean that the user has removed you as a friend, or you have blocked them.
The "X" on Snapchat typically appears next to a friend's name and indicates that you haven't interacted with each other recently or that they haven't accepted your friend request yet.