Using a desktop browser, go to your eBay Message inbox page:
https://www.ebay.com/cnt/ViewMessage?_caprdt=1&group_type=CORE
On the left side you should see a list of folders. Open the "Deleted" folder and see if you can find the message or conversation you want to undelete. Check the box by the thread or message, then use the folder icon with the arrow in it to choose which folder or inbox you want the message moved to.
