Many people assume having a private conversation discussing confidential business or personal information using a messaging service is private but more often than not this is not the case.
Unless you're using an encrypted messaging app with end-to-end encryption enabled nobody else can see your conversations unless they have a private key to decrypt your message. This includes your message service provider, hackers, corporations using your message content to serve you ads and government surveillance agencies.
You can enhance your security further by connecting using a Virtual Private Network (VPN) to prevent your location and other identity related data from being leaked and logged.