|MadSci Network: Chemistry|
This is a basic form of 'hidden message' - this works with lemon juice, or onion extract, etc.
The basic idea behind this process is that when you heat sodium bicarbonate it generates lye (sodium hydroxide) and that in turn speeds up the process of charring - essentially treated areas develop color faster than the untreated ones. It is conceivable that by fusing the paper fibers together, the dried solution also changes the heat conduction/retention of the material and therefore the development of the message is a combination of both physical and chemical processes.
If you use very dilute sulfuric or phosphoric acid instead of bicarbonate, you may be able to generate messages that develop themselves with time - alternatively you can use solution of cobaltous chloride to generate messages that develop upon change in humidity - one hydrated form of CoCl2 is blue, and therefore almost invisible on paper, whereas the other form is red and visible.
Hope this helps,
Note potential toxicities of ingestion or exposure to concentrated CoCl2.
Try the links in the MadSci Library for more information on Chemistry.