The best anime stories create a sense of suspense, often by featuring a character who's harboring a secret. Whether it's a kid who doesn't want anyone to know that he called himself "Dark Flame Master" in middle school, or a bunch of teenagers who join the military without mentioning to the higher-ups that they're actually man-eating monsters, anime characters with secrets have explosive plot potential.
Tension builds quickly when viewers know a secret before the rest of the show's cast have any idea what's really going on. Other times, viewers are left in the dark, and get to react with the rest of the cast when the secret drops. No matter what, the unraveling of a juicy secret always makes for a good story.
Naruto is a show built on mystery. One of the show's biggest secrets is kept by Itachi Uchiha, who murdered his clan (sans his younger brother Sasuke). At the time, Itachi claimed that he did it to test his abilities, prompting Sasuke to swear vengeance. However, the truth is that Itachi was trying to save Sasuke's life.
When Itachi was 13, a Konoha city official named Danzo gave him a choice: he could either he kill his whole family with the exception of himself and his eight-year-old brother, or the entire clan would be wiped out. Itachi took the deal, and kept the burden of guilt to himself. Up until his death, only a few members of the Akatsuki knew what drove Itachi to slaughter his entire clan.
Assassination Classroom is (supposedly) about Koro-sensei, a weird tentacle monster with a smiley face for a head who blew up the moon. If a group of middle schoolers can't stop him within a year, Koro-sensei plans to destroy the Earth as well.
However, not only is Koro-sensei not planning on destroying the Earth, he wasn't even responsible for the whole moon thing. The lunar exodus was actually an accident committed by an antimatter-infused rat.
Koro-sensei lied to the world so that he could teach class 3-E at Kunugigaoka Junior High School. Back when Koro-sensei was human, that class was taught by the woman he loved, and the creature is intent on making sure the students achieve their full potential.
Everyone in Attack on Titan is living in a dystopian Hellscape where man-eating humanoid beasts called Titans keep humanity confined inside a cramped, walled-off city. A small group of soldiers, called the Survey Corps, are tasked with eradicating these monsters. What they don't know is that enrolled in the Survey Corps are a few of the very same creatures that they're trying to defeat.
Annie Leonhardt, Reiner Braun, Ymir, and Bertolt Hoover all possess the ability to transform into Titans, and all of them have either directly attacked the city, the Survey Corps, or both. It's not until the end of the first season that Annie's identity is discovered, and Reiner, Ymir, and Bertolt don't admit the truth until season two.
Yato of Noragami is a self-proclaimed "Delivery God" who performs odd jobs in exchange for ¥5 offerings, and who hopes to eventually gain a following of worshippers. What he doesn't want anyone to know is that he used to be a god of war and calamity. In a former life, he was fully dedicated to destruction and murder, and now that he's trying to turn over a new leaf, he doesn't want anyone to discover his sordid past.