No, there is no hidden message or agenda in "The Tale of Peter Rabbit." The story originated as the body of a letter sent to the young children of a former governess. Potter had, by the time she wrote the letter (1893), spent three years drawing illustrations for birthday cards, greeting cards, and so on, using her experience drawing family pets and animals observed during summer holidays in the country as her models for the illustrations. She began the letter, “I don’t know what to write to you, so I shall tell you a story about four little rabbits, whose names were Flopsy, Mopsy, Cottontail and Peter.” This letter was followed by other illustrated stories featuring other animal friends.
Beginning in 1900, Potter used the letters as the basis for her books.
Some may say Potter's message is that disobedience and rebellion is more fun/adventurous than compliance. It depends what your interpretation is.