I do not have the option of edit on my iPhone 11 to be able to retrieve deleted messages. I just installed the iOS 16.

If you deleted your messages while using iOS 16 on your iPhone, then you can check by tapping on the EDIT button in the Messages app and then Recently Deleted Messages. If there are no deleted messages then Recently Deleted option will not appear. 

If you deleted messages while you were using the previous iOS version(s) then those cannot be retrieved.

Axel F.

You can only retrieve messages that you deleted......after.....you installed iOS 16. The deleted messages are only stored for 30-40 days.

If you are trying to retrieve messages that were deleted.....before....you installed iOS 16, those messages are gone.