Messages

Unless you house your messages in iCloud, they are saved on your latest iPhone backup. Restore that backup to retrieve the messages that were present when the backup was created.

Restore your iPhone, iPad, or iPod touch from a backup - Apple Support

If you've been doing this How to back up your iPhone, iPad, and iPod touch - Apple Support

Then do this Restore your iPhone, iPad, or iPod touch from a backup - Apple Support

but if you were using this it is gone click here Keep all your messages in iCloud - Apple Support