Private messages in your message box will only remain there for 30 days. There is also a 100 message limit, counting inbox and outbox. When your box is full, the oldest messages will be deleted.
We do this to keep the database fast and manageable.
You should store your messages elsewhere, for example by sending them to your own email regularly. The best way is to go to All messages, select all messages and press "Send messages". You'll receive a single email with all the selected messages.
When you've made sure you have received all your messages in your email, you can delete all the messages in your on-site mailbox, leaving plenty of room for new messages.
Premium Members have a limit of 500 messages and no expiration. Premium Gold members have an unlimited message box.