Hypergraphs generalize classical graphs by allowing a single edge to connect multiple vertices, providing a natural language for modeling higher-order interactions. Superhypergraphs extend this paradigm further by accommodating nested, set-valued entities and relations, enabling the representation of hierarchical, multi-level structures beyond the expressive reach of ordinary graphs or hypergraphs. In parallel, neural networks-especially Graph Neural Networks (GNNs)-have become a standard tool for learning from relational data, and recent years have seen rapid progress on Hypergraph Neural Networks (HGNNs) and their theoretical properties. To model uncertainty and multi-aspect attributes in complex networks, several graded and multi-valued graph frameworks have been developed, including fuzzy graphs and neutrosophic graphs. The plithogenic graph framework unifies and refines these approaches by incorporating multi-valued attributes together with membership and contradiction mechanisms, offering a flexible representation for heterogeneous and partially inconsistent information. This book develops the theoretical foundations of SuperHyperGraph Neural Networks (SHGNNs) and Plithogenic Graph Neural Networks, with the goal of extending message-passing principles to these advanced higher-order structures. We provide rigorous definitions, establish fundamental structural properties, and prove well-definedness results for key constructions, with particular emphasis on strengthened formulations of Soft Graph Neural Networks and Rough Graph Neural Networks.