Which messenger - Facebook, WhatsApp, your phone's native text messaging app?
You need to be connected to the internet to view media content you receive in messaging apps, so make sure you have an active mobile internet or WiFi connection, then try again.
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Welcome to Android Central! If you're talking about sending or receiving MMS messages in your texting app (i.e., picture texts, group texts, or texts with emojis), make sure your mobile data is on, because MMS requires mobile data.