Second messenger systems are systems that are used to transfer hormonal signals, usually (always?), when it is a protein (water soluble) hormone. The protein hormone binds to a receptor on the outside of the cell (on the surface of the cell membrane) as it cannot pass through the phospholipid bilayer.
The hormone receptor complex on the surface of the cell activates G proteins, which lead to the rapid production of a second messenger within the cytoplasm of the cell.
Second messengers are small molecules that are used to relay a message within a cell. The second messenger brings about a cascade of events (signal transduction), which leads to the activity of specific enzymes within the cells, that bring about the cellular response. This system is advantageous to a cell because only a small amount of hormone is required to activate a second messenger system, which basically 'spreads the message' to other parts of the cell (as the protein based hormone cannot enter the cell itself), amplifying the initial message. Cyclic AMP is a second messenger, which when produced will activate enzymes within the cell. After the cell has responded the cAMP will degrade.
Also i don't think I understand what G proteins do exactly...