gistfile1.php

<?php 
/*
Plugin Name: Ninja Forms Logged Out Hidden Form Error
Plugin URI: http://wpninjas.net
Description: This plugin adds an error message letting a user know they must log in to see forms with the "User must be logged in to see forms" option checked
Version: 1.0
Author: WPN Zach
Author URI: http://zachskaggs.com
*/
function nf_logged_out_display_msg( $form_id ) {

	echo do_shortcode('[PUT_SHORTCODE_HERE]');

}

add_action( 'ninja_forms_display_user_not_logged_in', 'nf_logged_out_display_msg', 10 );