Are hormones antigenic?
Hormones have antigens.  Usually they are antigens our immune systems recognize as self.

Pretty much any big biological molecule will have antigens.  FSH is no exception.  The binding of FSH to anti-FSH antibodies (in a laboratory system) is one way to measure FSH levels in a human.

 Definition and Measurement of Follicle Stimulating Hormone  


  B. High-affinity binding assays
  1. Immunoassays. Immunoassays are widely used for clinical determination of FSH for diagnosis and in physiological studies
  because they are rapid, readily available, relatively cheap, and
  sensitive... Most commercially available assays are now based on
  sandwiches of monoclonal or monoclonal-polyclonal antibodies with a
  variety of detection modes and are generally more sensitive and
  precise than one-site assays. The latter assays are highly specific
  and may exclude some forms of the hormone of interest (e.g., Ref.
  176).


The antibodies used to measure FSH are from other species of mammals - usually mice but sometimes other animals. People (and other animals) normally do not form antibodies to molecules that have been present in their bodies since development.  The immune system is educated early on about what is self and so exempt from attack.  Mouse FSH is antigenically different enough from human FSH that mice can be induced to form antibodies against human FSH and then those mouse antibodies are used to make the lab test.   You can find out how those tests work with a little googling because they are for sale and their owners will brag about them.

It is possible to form antibodies against your own FSH or any other biomolecule in your body.  That is autoimmunity and usually that is not good.  The woman in the linked article was infertile because of antibodies against FSH.  Her FSH level was very high because her pituitary was cranking it out.  Her immune system bound it up as fast as it came out and so the FSH did not work.

Abnormally Elevated Follicle-Stimulating Hormone (FSH) Level in an Infertile Woman  


  We describe here a case of anti-FSH autoantibodies leading to
  persisting very high FSH serum levels in an infertile woman.


Bullet points


Any biological macromolecule has antigens.
The immune system may tolerate antigens it has been educated to recognize as self.
Sometimes the immune system becomes intolerant of an antigen it should recognize as self and attacks that antigen.  This is autoimmune disease.