I'm currently developing a Java WebSocket Client Application and I have to make sure that every message from the server is received by the client. Is it possible that I lose some messages (once they are sent from the server) due to a connection interruption? WebSocket is based on TCP so this shouldn't happen right?
It can happen. TCP guarantees the order of packets, but it does not mean that all packets sent from a server reach a client even when an unrecoverable trouble happens in an underlying network. Imagine someone pulls out your LAN cable or switches off your WiFi access point at the worst timing while your application is communicating with your server. TCP does not overcome such a trouble.
To ensure that every WebSocket message sent from your server reaches your client, you have to implement some kind of SYN/ACK in the application layer.