I'm not sure that I understand what problem you are experiencing? Did you delete the messages?
On Facebook, if that's the issue, there is a chance that you archived them instead of deleting them. From a post on Facebook:
"f you have archived them, you can retrieve them. If you deleted them, then they are gone and you cannot get them back.
To retrieve archived messages, go to your message box (not just the drop down, but to the full list of messages.) There you will see at the top left of the screen "Inbox" and "Other" and "More" with a drop-down arrow after the more. Click on "More". When the drop-down appears, select "Archived."