If a contact has previous Chat sessions linked to them, you can view their message history from within the Chat interface. The message history lets you see all the chats, past and present, from your contact.
Viewing the message history of a Chat contact
On the chat interface, click the chat session of the contact you want to view the history of – this opens the chat window.
Click the Contact actions drop-down menu in the right column of the Chat window.
Click View history.