How to I retrieve a text message conversation on my iPhone I deleted by mistake, my iCloud show backup on messages.

Hello, Nonnies9! Thanks for reaching out to Apple Support Communities. 

We've reviewed your question and it looks like you want to recover an accidentally deleted text message conversation. It's understandable that you'd want this resolved, so allow us to assist with that. Please start by taking a look here: What does iCloud back up? This article explains what all is backed up for your iOS device. While this does include iMessage, text (SMS), and MMS messages, it’s important to note: “When you use Messages in iCloud or turn on iCloud Photos, your content is automatically stored in iCloud. That means that they're not included in your iCloud Backup.”

From there, if you wish to do so, you might consider restoring your iPhone to recover that content: Restore or set up your device from an iCloud backup.

If you have follow-up questions, please let us know. We're here for you. Have a fantastic day!