An include is just reading the file from the local file system. It is not a HTTP request, so no url query string is passed to the included file and no $_GET values are set. If url_fopen is enabled, you could include it as a URI:
include "http://localhost/message.php?word=hello";
However, this is different than calling a local file, as the included file will now be processed separately and all the calling file will receive is any output. A more standard way of doing this would be to define a function in the include file which you could then call from the main script after including the file:
message.php:
<?php
function message($word)
{
echo $word;
}
index.php:
<?php
include 'message.php';
message('hello');