How to exclude hidden rows while running a code?

Try like this...

Sub Highlight()
Dim MyRange As Range

Set MyRange = Selection

ThisRow = Selection.Row
LastRow = Selection.Rows.Count + ThisRow - 1

For i = ThisRow To LastRow
    If Rows(i).Hidden = False Then
        If Cells(i, 26) = "CHECK" Then
            Cells(i, 30) = "Ok"
            Cells(i, 31) = "Reviewed"
            Cells(i, 32) = "Analyst Today's Date"
        End If
    End If
Next i

End Sub

Change this line

Cells(i, 32) = "Analyst Today's Date"

To

Cells(i, 32) = "Analyst " & Format(Date, "DD.MM.YYYY")

Glad it helps you and thanks for the feedback