Iphone 4s finding losts texts

I have a IPhone 4s model 1387 I do not remember the version of firmware in which it had installed I haven't had any service on the phone in quiet some time due to a couple reasons - first financials, 2nd the front and back screen are both cracked so it made it a little hard to see.

But the bigger issue is this: I saved this phone simply because I had very valuable text messages that I was really relying on in using in a possible litigation one day - They were pretty substantial proof - And I was sooooo stupid not to have printed something that was so valuable to me! Because now for reasons unknown after months of not turning the phone on even - for some reason it is coming up with a screen that gives 3 options:

1. Set up as New iPhone

2. Restore from icloud backup

3. Restore from iTunes backup

I am simply afraid to do anything at this point for fear of later learning if I wouldn't have done one of these options I maybe could have retrieved these messages from the internals (?) of my phone.

I Guess what I'm trying to ask is does anyone know if these phones store information internally such as your data, texts, pics, etc. and if so is their ANYWAY in the world in which to get them back? 😢