Facebook, the first messages I wrote to my girlfriend, how do I find them?

[Hades]

It cannot be downloaded but you can do 2 things just find the oldest message in the conversation (this is time a lot of time) then:

either do a old fashion copy paste, left click and drag the cursor til the end of the chat, click copy and paste it into a text file.
or you can save the page, when you have gone to the oldest message you see, then somewhere on the page do a right click, and select "Save page as"