Ha! I used to be a very secretive person. I developed this tendency in early childhood that I would have a close friend to share secrets with... everything ranging from real world information about myself to the most surreal content of fantasy life. And then I sometimes kept these relationships in deep secret, too. "Our secret world" instead of "mine" alone.
I must have emitted that sort of vibe as well since I don't know how many times people, who did not know me well, assumed that I was carrying some sort of mysterious dark secret (maybe more of them), like some kind of unimaginable illness or trauma from early life... I actually had difficulty a couple times to convince people that wasn't true and I did not have anything so dark and deep in my history (nothing more than the average person) other than a hyperactive imagination and somewhat reserved personality that together generated this outward impression. My "darkest" secret in life has definitely been my alcoholism, but that was in more recent years. Surely it made me even more secretive and mysterious-looking, and annoying.
I like what Melinda said about privacy. I'm definitely someone who needs and respects privacy -- both my own and others'. Sometimes this whole SR contribution makes me smile for this very reason: I've definitely never revealed such broad range of information and thoughts to such a large audience, and I don't think I ever would IRL. One reason why SR works for me so well.
I don't romaticize the idea of having a secret life very much though anymore (now as a sober person), but I guess I still do give away that sort of vibe to more extroverted people. Oh well. And I still like the idea of getting to know each-other with minimal boundaries with an intimate partner, because I had some fantastic experiences with that in the past, don't see a reason why not to do it again. But of course not secret alcoholic troubles
I do get a lot out of being transparent about what I do share and how I carry myself in the world -- that sort of authentic behavior is also something that I think I recognize in others. But I'll never be someone who carries my inside out for the whole world, or even for many. It's just a personality thing, imo.