How do you recover messages on Facebook?

[Leann Marie!]

I've gotten an email from someone I don't know, as a reply. I don't remember messaging this person and when I went to my Facebook inbox I couldn't find the messages, I even typed her name in the search box. Can someone help me figure out how to recover this message/conversation?
We're not friends and I've tried looking in all the folders. I'm not sure you can recover the messages but I was just checking!

[Ariana]

Use the facebook messenger application and touch her name , after that the chatting conversation screan will appear and at the top it would say 'Load earlier messages' and all the messages will appear

[Katherin]

Go to your mailbox page -> Click on the search for icon -> Click archived messages -> type the person's name -> press enter after that you can get all the messages containing the name you searched.

[Awin]

message