"You cannot retrieve deleted messages, but you can go back and find messages you archived. Archiving a message hides it from your messages view, while deleting a message permanently removes the entire conversation and its history.
To archive a message, go to your main messages page and click the "x" next to the message. The conversation’s history will be preserved, and you will still be able to find it later. If the same person sends you a new message later, the archived conversation will reappear, and the new message will be added to it."