Remove/add favorites in messages

Hi DeniseMartin60,

Are these pinned conversations in the Messages app,

"Pin important conversations

1. In Messages, tap Edit or the More button .
2. Tap Edit Pins , then tap the Pin button .
3. Tap Done.

You can also touch and hold a conversation to pin it. In iOS 14 and iPadOS 14 and later, you can pin up to nine conversations."

You can read more here: Use Messages on your iPhone or iPad - Apple Support

If this is not the feature you are talking about, please provide additional information.

Take care.