Text Message Dissapearing

[The FD]

I received a text message last night and I needed to keep it. I certainly haven't deleted it yet this morning it is gone. Does anyone have any ideas why it was deleted? It is not in the deleted box either, so if I did delete it (which I didn't) then I would have to have deleted it from that box also.

Could a soft reset without closing messages mean you could lose data? (ie lose the text message)

Has anyone else had this happen to them?