Hi @MrsPelligrinoPetrichor - is it a Private Message that you've seen before or has it just appeared?
KatyMumsnet explained a bit more about it on this recent thread
PMs work very differently since the site update, so it may seem like some have reappeared but actually were never deleted.
Rather than an 'inbox' style like an old email system where you only see one side of the communication, we've changed it to be 'conversation' style more like WhatsApp or smartphone text messages. So if you previously deleted one side of the conversation, then the other side may have still remained in the system because the user you were messaging didn't delete their side or vice versa.
Hope that answers your query but if you'd like us to investigate further, please send the details of the message to [email protected] and we'll happily take a closer look.