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Go to https://www.facebook.com/ in your computer's web browser. This will open your Facebook News Feed if you're logged in. If you aren't logged in, enter your Facebook email address and password, then click Log In. You'll find it in the upper-right side of the page. Doing so prompts a drop-down menu. For some users, this icon will resemble a gear instead. It's in the drop-down menu. This tab is on the left side of the page. It's a link below the bottom option on the General page of settings. You'll find this link in the lower-right side of the page. Doing so un-checks every box on this page. This option is in the middle of the page. Checking only the "Messages" box ensures that you won't have to download other unnecessary data. It's a blue button on the right side of the page. This will prompt Facebook to begin creating your backup file. This should be the inbox for the email address which you use to log into Facebook. Facebook can usually have your download ready within 10 minutes, but this will vary depending on the number of conversations in your Messenger inbox. Once the email arrives, click the "Your Facebook download is ready" email to open it.  If you use Gmail with tabs, you'll find this email in your Social folder. Be sure to check the Spam or Junk folder if you don't receive an email from Facebook within 10 minutes. It's in the body of the email. Doing so takes you to the download page on Facebook. You'll find this button to the right of your download file near the middle of the page. When prompted, type in the password you use to log into Facebook. It's a blue button at the bottom of the pop-up window. Doing so will prompt a ZIP folder containing your messages to begin downloading onto your computer. The download time will vary depending on the size of your message archive. Double-click the ZIP folder to open it, then click Extract at the top of the window, click Extract all in the toolbar, and click Extract when prompted. Once the folder finishes extracting, the regular (unzipped) version of the folder will open. On a Mac, just double-click the ZIP folder to extract it and open the unzipped folder. Double-click the messages folder, open a folder with the name of a Facebook contact that corresponds to the conversation you want to view, and double-click the conversation's HTML file. This will open the file in your computer's web browser, where you can scroll through the messages as you please.
Open Facebook. Click the "Menu"  icon. Click Settings. Click the General tab. Click Download your information. Click Deselect All. Scroll down and check the "Messages" box. Scroll up and click Create File. Open your email inbox. Wait for an email from Facebook. Open the download email. Click the Download Your Information link. Click Download. Enter your password. Click Submit. Extract the downloaded ZIP folder. Browse your Facebook conversations.