@cyperghost this is definitively a really good idea to consider for a new feature. I also have been thinking on something like this for controller battery display or other system messages such as "Wifi Connected" or "Controller Connected".
As you said, the most common"hack" for this is to use pngview and dispmanx layers to display stuff "on top" of emulationstation. This of course is not very elegant nor very flexible and requires an RPI. The idea you propose would be multiplatform, so definitively worth it.
@mitu's ideas are very good too. This idea should be put in a TO-DO list or such. I currently don't have much time but when I have (hopefully soon) I can def help programming ideas like this.
@meleu I dont want to change this message to one of mine. I just want to show a on screen message and I saw this yellow message an thought this would do nicely since it is already implemented. But any other easy way to show a on screen message would do also