In massive multiple-input multiple-output (MIMO) systems, hybrid analog-digital (AD) beamforming can be used to attain a high directional gain without requiring a dedicated radio frequency (RF) chain for each antenna element, which substantially reduces both the hardware costs and power consumption. While massive MIMO transceiver design typically relies on the conventional mean-square error (MSE) criterion, directly minimizing the symbol error rate (SER) can lead to a superior performance. In this paper, we first mathematically formulate the problem of hybrid transceiver design under the minimum SER (MSER) optimization criterion and then develop a MSER-based gradient descent (GD) iterative algorithm to find the related stationary points. We then propose a deep-unfolding neural network (NN), in which the iterative GD algorithm is unfolded into a multi-layer structure wherein a set of trainable parameters are introduced for accelerating the convergence and enhancing the overall system performance. To implement the training stage, the relationship between the gradients of adjacent layers is derived based on the generalized chain rule (GCR). The deep-unfolding NN is developed for both quadrature phase shift keying (QPSK) and for $M$-ary quadrature amplitude modulated (QAM) signals and its convergence is investigated theoretically. Furthermore, we analyze the transfer capability, computational complexity, and generalization capability of the proposed deep-unfolding NN. Our simulation results show that the latter significantly outperforms its conventional counterpart at a reduced complexity.