Secrets can be integral to a plot, but usually the secrets belong exclusively to the characters - sometimes going as far as shaping a character's personality. There are big secrets, little secrets, important ones and silly ones. The best secrets are surprising.
* A character harbours a secret that prevents hi fulfilling his true desire
* Two characters share a secret, but it's not what everyone thinks it is
* It's an old family secret and there's only one person alive who knows about it. Will she take it to her grave?
* A character has a secret and if found out it would destroy his life
* A character thinks she has a private secret, but most of the people close to her know about it
* A character knows a secret that would destroy one person's life, but save the life of another person
A word of warning, though, when writing about secrets - if you build a lot of tension, you'd better have a secret that delivers