I've never had a pay as you go phone but I would assume they are the same as "regular" cell phones. Go into the menu and scroll (over or down depending on the phone) till you come to RECENT CALLS. On my phone, when you get to that option, you can scroll down over several options including missed, received, dialed, etc. Scroll to the one you want then hit OK. It should then show you a list of whichever you picked. These are easily erased though so if nothing shows up, it doesn't always mean there weren't calls made or received.
As for the message...you can also find that on the menu. The only thing though is that you will probably need a password or code to acess the messages. If you have that, once you listen to it you SHOULD be able to save it as new. When you called him, unless you waited for his vm to kick in and let it record for a second or two before you hung up, the message shouldn't be from you.
If you have more questions, pm me and we'll go over it.