df<-structure(list(name = structure(c(1L, 3L, 2L), .Label = c("James", 
"Jim", "John"), class = "factor"), age = c(34L, 30L, 27L), message = structure(1:3, .Label = c("hello, my name is James. ", 
"hello, my name is John. Here is my favourite website https://stackoverflow.com", 
"Hi! I'm another persoon whose name begins with a J! Here is something that should be filtered out: <filter>"
), class = "factor")), .Names = c("name", "age", "message"), class = "data.frame", row.names = c(NA, 
-3L))
df$message <- gsub("(?:\\s+|^)\\S*(?<!\\w)(?:https?|<filter>)(?!\\w)\\S*", "", df$message, perl=TRUE)
df$message