One of ours steps is ask for user's information. I am trying to figure out how to pre fill it. I only find references of it on web classic, but I am not using it. Is there a way to do it?

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Unfortunately, you cannot prefill name and email with Messaging. The only api's that work with messaging are the ones listed here: https://developer.zendesk.com/api-reference/widget-messaging/web/core/
You may also want to double check this community answer for the same feature.