If by "message" you mean "texts", then all your previous texts to a person will be listed in the conversation. If it has been sent, it will just be there. If it didn't get sent properly, there will be an red exclamation point next to the message, which you can click to try to resend.
If by "message" you mean "e-mail", it depends on your e-mail provider, but most likely there will be a "sent messages" folder in the account folder where you can see all the e-mails you have sent.