Sometimes I hear the word 'agenda' being used as if it meant something like a malicious plan, though I can't find such meaning in dictionaries. Am I wrong in interpreting the word like that?
No. "Agenda" is basically a list of things you want to do/accomplish, i.e. "the president's political agenda". Under certain conditions, it could possibly mean a malicious plan.
Yes, it is indeed sometimes used to mean something slightly sinister or at least combative.
"Oh, I didn't realize you had an agenda when you asked me if I liked cats"