Wordpress - How to redirect non-logged in users to a specific page?

Here are 2 examples which you will need to modify slightly to get it working for your specific needs.

add_action( 'admin_init', 'redirect_non_logged_users_to_specific_page' );

function redirect_non_logged_users_to_specific_page() {

if ( !is_user_logged_in() && is_page('add page slug or ID here') && $_SERVER['PHP_SELF'] != '/wp-admin/admin-ajax.php' ) {

wp_redirect( 'http://www.example.dev/page/' ); 
    exit;
   }
}

Put this in your child theme functions file, change the page ID or slug and the redirect url.

You could also use code like this:

add_action( 'template_redirect', 'redirect_to_specific_page' );

function redirect_to_specific_page() {

if ( is_page('slug') && ! is_user_logged_in() ) {

wp_redirect( 'http://www.example.dev/your-page/', 301 ); 
  exit;
    }
}

You can add the message directly to the page or if you want to display the message for all non logged in users, add it to the code.

http://codex.wordpress.org/Function_Reference/wp_redirect

This would be better:

if ( !is_user_logged_in() ) {
    auth_redirect();
} 

// continue as normal for authenticated users

What this does is redirect the user to the login page. Once logged in, the user is redirected back to the secure page they were trying to access initially.

Documentation here:

https://codex.wordpress.org/Function_Reference/auth_redirect

How can we tell you where to put it if you didn't tell us what and where you want to display it? Whole posts? Pages? Custom parts of pages? Sorry... I guess my crystal ball isn't quite working today.

Since you are, and I quote you: "a newbie to wordpress" you should rather learn, than to ask for direct answer.

As for where you should read the reference 1 link. This will tell you which file you need to put it in.

As for how to do it you should first read reference link 2 and 3.

Overall it should look something like this:

if ( is_user_logged_in() ) {
    the_content();
} else {
    echo 'For members only';
}

Of course the above code needs to go into a loop. You can build it up as complex or as simple as you want. For example instead of simple text if not logged in you can display whole sign up form for example or - as I would suggest - a divided screen where user can log in (since user can have an account but forgot to sign in) or sign up (if he doesn't have one).

1. Template Hierarchy
2. Conditional Tags
3. The Loop

Added after comments below:

To redirect use header with the wp_login_url - again, check references 1 and 2 below:

if ( is_user_logged_in() ) {
    the_content();
} else {
    header('Location: ' . wp_login_url());
}

Reference:

1. Header - PHP
2. wp_login_url