Check the Trash folder first. If you deleted a message less than 14 days ago it should still be in there. If not, right-click on the Trash folder, and in the drop-down click on "Recover deleted items". After 14 days the messages drop into that folder from Trash, and stay there another 30 days. You can move emails from there back to the Inbox or some other folder. See here----------------
Anything no longer in that folder will not be recoverable.