A hidden track is a piece of music which has been deliberately placed on a compact disc, audio cassette, vinyl record or other recorded medium in such a way as to avoid detection by the casual listener. In some cases, the piece of music may simply have been left off the track listing, while in other cases more elaborate methods are used. In some rare cases a "hidden track" is actually the result of an error that occurred during the mastering stage of the record's production.
You know how it works. The CD is over, and you're sitting there wondering if you should put on another one. Then all of a sudden, you're startled by more unexpected music. I hate that.
The main problem is when you rip the CD to audio files. You end up with a file that has two songs, separated by at least a minute of silence.
The Beatles were responsible for what may be the first "hidden track" (although it may not be considered a full track) on the 1967 album Sgt. Pepper's Lonely Hearts Club Band: a collection of sounds were inserted at the end of the LP, including some in the run-off groove. After the final chord of "A Day In The Life" dies out, there follows an extremely high-pitched sound. This is followed by an odd collection of Beatle nonsense chatter in the run-off groove, forming a continuous loop which would go on infinitely if the album was left alone on record players which do not include an auto-return arm. This was recreated on the Sgt. Pepper's Lonely Hearts Club Band CD version (which fades out after about 20 seconds) and is not a separate track but part of "A Day in the Life".
For more information and a list of CDs that contain hidden tracks, visit this link at Wikipedia.