hmm... Hagrid respects Dumbledore so much that most probably he would be quite understanding and find away to convince himself that Dumbledore hid this secret for the best, even if he didn't fully understand why.
But on the other hand Hagrid can get all emotional, like when Harry, Ron, and Hermione dropped his class. He skulked around avoiding them until they confronted him.
So maybe you could make his initial reaction all emotional and then he could come round and convince himself that there must have been a reason why Dumbledore hid this secret from him. It really does depend on the secret.
Best of Luck