Save important messages to easily find them later. Hover over the message and click the save icon. (figure 1):
Figure 1 Save a message
Click the same icon in your nav bar to see your list of saved messages. In the saved message list you can filter, sort, and jump to the original message (figure 2):
Figure 2 View all saved messages
Unsave a message by clicking the same icon in your saved messages list or on the original message itself.