Where to find the past chat/message between me and another user in chat room? did the server store it?
Thks.

Logs are optional. If you have them enabled in mIRC's options (Alt-O > IRC > Logging), then the logs are saved in the location you have set up there. If logging is disabled, no logs are saved.*

You can quickly find the log folder by typing the following into your edit box and hitting Enter:

//echo -a $logdir

Or, to open the folder, type:

//run $logdir

* The Alt-O options are default settings and can be overruled by the logging options set by right clicking on a channel or query window. So even if you have logging on or off in Alt-O, you might have it set to the opposite for a specific window. You can right click that window and choose Logging to change the settings for that window.

How about the server side? any logs have been saved? year 1998 e.g.in EFnet server

Servers never store chats.