In the Samsung device's message app, we have the option of pinning a conversation with a contact at the top, i.e. marking it as a favourite, so to speak.

The individual conversations are usually arranged chronologically, i.e. sorted by time, so if you write a lot of text messages, you can fix chats, for example with your best friend, your mother or anyone else, at the top of the list.

Android 10 (One UI 2.0)
Step 1:  Open the  Messages -App
Step 2:  Open a  Conversation
Step 3:  Open the  menu
Step 4:  Tap on  Favourite
  1. Open the Messages-App
  2. Open a Conversation
  3. Open the menu
  4. Tap on Favourite

Samsung Instructions