As kids we obviously wanted to be ninjas, which was mostly about fighting using exotic weapons and sneaking around. We learned the ropes from VHS rentals and pirated copies of the Last Ninja games on C64.
Secret messages mostly belonged to different universes, where we wanted to be secret agents or detectives. We sent encoded messages written in invisible ink, usually caesar cipher variants, written using filtered lemon juice. Milk might also have been involved, as I distinctly recall heating up and decoding really smelly paper notes.