We know Windows Phone Store lacks many apps compared to Android and iOS devices. However today WhatsApp beta for Windows Phone updated to version 2.12.198. The latest update adds some new features and improvements.
Start your favorite messages
Bottom menu have started messages button
Select or deselect favorite messages
featured/Starred messages now shows in profile page
We expect the update to roll out soon for the public version of WhatsApp and it will bring nice numbers of features and improvements.