your would need to pass a querystring variable in the links, and use an if statement to show the message:
for example:
<a href="login.php?showmessage=1">Login</a>
<?php if(isset($_GET['showmessage']) && $_GET['showmessage'] == 1) { ?>
You must be logged in to view this content.
<?php } ?>
for the redirect, you cant set a timer, but you can edit the authenticate user behavior to force it to redirect to another page on login success.