Can I retrieve messages I accidentally deleted from my iCloud

If you're using Messages in iCloud, no there is no backup nor recovery. That is why there's a secondary prompt about deleting messages.

If you are not using Messages in iCloud, they are part of your backup and you may be able to recover the message if you have not overwritten the last backup that contained the message. If the backup was done before you deleted the message, restore your iPhone and load your last backup. But do realize that you'll lose everything that happened after your last backup.

You need to first determine if you're using Messages in iCloud. Go to your iPhone's settings for iCloud and see if Messages is turned on in the list of iCloud services. Below is an image of iCloud settings:

If Messages is ON on your iPhone, you cannot recover the message.