This is possible but can be a bit too difficult to do. Also, the chances that new messages have already taken the place of the deleted messages in your phone's memory are high. Difficulty would depend on which mobile phone you are going to retrieve the message from. I'd say you would have a better chance if you have a smartphone. Just use Google for the instructions for your phone model.
Also you can check the following links below. These are similar questions I have answered previously. Hope it helps! Link 1 Link 2