If you are using a Nokia phone, then you can easily recover deleted SMS messages from your device without any data recovery software. You just need a simple software FExplorer, you can download it for free from here. Follow these simple steps to recover deleted SMS messages:
Step 1: Download and install FExplorer in your device.
Step 2: Open FExplorer and go to C: (If you use phone memory to store messages) or E: (If you use memory card to store messages).