Can I recover messages from my I phone if it is lost?

Only if you have a backup of the iPhone. That will have the messages you received up to the last backup you made. Also, if your iPhone is lost/stolen, see the instructions here on what to do about your device. If your iPhone, iPad, or iPod touch is lost or stolen - Apple Support

Did you configure iCloud backup in Settings on your phone? Or, did you connect the device to your computer and iTunes or Finder and create a backup that way? Those are the only ways to create a backup.

If you sync your messages through iCloud they are available there and other devices if you have more than one device.