How do I back up my I phone

Hi, and welcome to the Apple Community.

Re: How do I back up my I phone

See Apple support's article: How to back up your iPhone, iPad, and iPod touch - Apple Support

NB: See what an iCloud back-up includes: What does iCloud back up? - Apple Support

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Re: How do I fine a deleted message

Seems you have iOS 15:

If you already have a back-up of your iPhone that contains the message before you deleted it:

Seems you would need to first make a new back-up of the current info. stored on your iPhone.

Then restore the previous back-up that has the message, and copy / share / save the message you want to find.

Then put your current info back on the iPhone from the current back-up

How to: Restore your iPhone, iPad, or iPod touch from a backup - Apple Support

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or

if you happen to have installed iOS16 and you deleted the message within the last 30 to 40 days

You should be able to recover the message from the "Recently Deleted" folder (see below)

Delete and recover messages on your iPhone or iPad - Apple Support:

All the best :-)