How to creat a contact in Messages on my iPhone?

To manage contacts, it may be helpful for you to review the Add and use contact information on iPhone - Apple Support page of the iPhone User Guide. However, if you are wanting to create a contact from a number associated with a SMS/MMS message you received, here are the steps on iOS 15:

1. Select the number at the top of the conversation view. You should see a small ">" next to it.
2. Select the Info button.
3. From this screen, select the Create New Contact option to create a Contact with this conversation's phone number.

I hope that helps. Please reply if you need any further help or any clarification.