You may pin the messages thread with a user in order to get quick access at any time.
Open the “Messages” section, open the dialogue with a certain friend, click on the three dots, that are located in the top right corner of your screen. You will see the “pin” button, please, click on it. The messages thread with this user will be displayed above all other messages for your convenience. Please keep in mind that you can pin no more than three dialogues.