Well we know that to get the very first message you have send to your facebook friend is to open the chat history and scroll to the very first message. But there is a much simpler method to get the first message.
For this you will need to go to https://m.facebook.com/messages/. from desktop. Then click on a friend’s chat. Right click on the button See Older Messages… and open the link in a new tab or window. In this new page, you’ll see a long URL with a lot of numbers.
Look for the part that says &start=7. The “7” refers to the indexed messages that appear; your messages are indexed from 1, 2, 3 … from most recent to least recent. You’re going to want to set that number as close to the total number of Facebook messages you’ve ever sent to your friend — this will get you straight to the oldest messages.
To get this number, open Facebook messages on the desktop link: https://www.facebook.com/messages/. Click on a friend’s chat, and scroll up — you’ll see something like Load Older Messages (51583), which is approximately how many messages you have with this friend. Swap in that number in the long URL from before, and reload the page. From here, you’ll have to click a few more times on See Older Messages… — and now you’ll be back to the very first message.