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.
Anonymous contacts
First-time contacts and contacts with no data linked to them are known as anonymous contacts and have no chat history.
Viewing the message history of a Chat contact
On the chat interface, select the chat session of the contact you want to view the history for; this opens the chat window.
Expand the Contact actions drop-down menu in the right column of the Chat window.
Select View history.