Retrieving messages and other personal data from a phone is such a hassle, and it’s always proprietary and ugly.
It would be nice if you used XML or some other kind of container format, so that the messages data could be displayed in any number of ways.
I do hope you’re not thinking of dumping the data in a PDF, there’s so much more than can be done with a structured format.
Right now it is possible to export your contacts to .vcf file and there’s no way to export your messages to the file. If you want to backup your messages you can perform a phone backup, which will back up your messages as well - you can then restore the backup and take a look at your messages.
I’ll pass the idea of exporting the messages to the file further - it does sound like a cool feature.