There are several reasons may lead to iMessages lost, like iMessage saving settings, insufficient memory and so on. You might need to rule out those possible causes and see if you can recover those lose messages. Honestly, it would be a little hard to recover your iMessages without any backup, but there are still some little tips you can refer: How to recover deleted iMessages from iPhone.
For further reference, it would be better to get into the habit of regular backup. Just enter into settings > iCloud > backup and select to automatically backup, which will be your best and easiest way to recover lost data.