"Hidden messages" is not a particularly clear literary term, but I assume what you mean by this is what messages, lessons, or values are being delivered to readers, perhaps without their fully realizing it, as they read. Little Women by Louisa May Alcott teaches many of these kinds of principles.
One of the ways Alcott does this is by having the girls' mother teach her daughters how to live better and more valuable lives; as she teaches them, she is also teaching us. For example, she encourages them to be women of faith, turning to God as their source of strength and joy as well as comfort and care.
“My child, the troubles and temptations of your life are beginning, and may be many; but you can overcome and outlive them all if you learn to feel the strength and tenderness of your Heavenly Father as you do that of your earthly one. The more you love and trust Him, the nearer you will feel to Him, and the less you will depend on human power and wisdom. His love and care never tire or change, can never be taken from you, but may become the source of lifelong peace, happiness, and strength. Believe this heartily, and go to God with all your little cares, and hopes, and sins, and sorrows, as freely and confidingly as you come to your mother.”
As we read, we see Jo in particular learn this valuable lesson, reinforcing the idea to us that this is a truth by which one might choose to live.
We also hear Mrs. March tell her girls that they are not to settle for anything less than that which makes them happy and fulfilled. This is philosophy is quite progressive for women of that time, but it is also a good reminder for all of us not to settle for less than we deserve in our relationships and lives.
Another way Alcott imparts values to her readers is by her characters' actions. We see Jo repent of her impetuosity and brashness time after time; we watch as Amy strives to become "better," to be more than a frivolous and shallow schoolgirl; we feel Meg's desire to be valued for her selfless work and willingness to serve; and we are moved to serve others as we watch Beth live a short, quiet life of service to others. Their father, of course, also demonstrates sacrificial service as a chaplain in the army.
Finally, Alcott uses her novel to teach us rather "hidden" principles as we examine the conflicts in the novel. Laurie is a fine young man, but he is in turmoil over his unreciprocated love for Jo. This is an internal conflict which is demonstrated outwardly by his having to leave the country, and we watch him begin to recognize and deal with his true feelings. We see Amy battle an inner conflict with her classmates because she wants to be accepted. She finally has to decide whether to return meanness for the meanness shown to her:
“Because they are mean is no reason why I should be. I hate such things, and though I think I've a right to be hurt, I don't intend to show it."
Jo struggles with the desire to get published (and make money) and her sense of morality as she writes rather trashy (by her standards), non-literary stories simply because she knows they will sell. Each of these three characters has to examine his or her own conscience and heart for their own truth. Readers can connect themselves with all three circumstances: is what I feel really love, is it right to repay an unkind act with another unkind act, is money worth lowering my moral standards?
The "hidden messages" in this novel include faith, sacrifice, morality, service, and love.