There exist quite a few software's to recover deleted SMS messages
from SIM cards and phone memory, but all of them require you to
purchase the software, However, if you own a Nokia phone you might be
in luck, as there are very good chances of message recovery from your
cellphone without need of any specialized data recovery software for
free, simply follow the step-by-step procedure below for important data
recovery:

1. Download and install this free mobile File Manager - FExplorer.
2. Launch FExplorer and navigate to C: if you use Phone Memory to store your messages (default) and D: if you use Storage Card as your SMS storage location.
3. Now navigate to and open “system” folder.
4. Now open the “mail” folder.
5. This folder should contain many folders named similar to 0010001_s etc. with files named similar to 00100000
   etc., These files are the actual deleted messages, Simply, use the
   FExplorer inbuild text viewer to view these files, You will need to
   browse through every folder and open all files inside them until you
   get the required SMS.
   
6. Do Note that this trick does not work on Symbian 3rd Edition cellphones.