How do I retrieve a deleted message?

if you are running iOS 15:

go to Settings > [your name] > iCloud and check the switch position for Messages

If the switch is ON, then you cannot recover your deleted messages and they are not contained in an iPhone backup

(no need to read any further)

Backup methods for iPhone, iPad, and iPod touch - Apple Support

If the switch is OFF, then you might be able to recover your messages IF you have an iPhone backup that contains the messages you are trying to recover. In which case you'd need to restore your iPhone to that backup. In doing so, you'd likely lose some data between now and whenever your backup occurred.

Locate backups of your iPhone, iPad, and iPod touch - Apple Support

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

If you did find a backup, keep in mind that timing may be of the essence.. If you have automatic backups occurring, as soon as a new backup occurs, the old one would be overwritten.. which means the backup would no longer include the deleted message

if you are running iOS 16:

In Settings > Messages, if you have Filter Unknown Senders switch ON

In the messages app, tap the < in the upper left until you can't go back any further..

Select Recently Deleted, select the message you want to retrieve and select Recover.

If there is no Recently Deleted option, then message(s) are gone.

If that switch for Filter Unknown Senders in Settings > Messages is OFF, then the support article below should walk you thru it

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