What’s so difficult about secrecy isn’t hiding information from someone in a moment when they might discover it, but it’s actually living with it—going about your day knowing there is something that you shouldn’t say, turning it over in your mind when you’re stuck in traffic or in bed waiting to sleep. The more you dwell on your secrets, researcher Michael Slepian discovered in his breakthrough 2017 study, The Experience of Secrecy, the more stress, anxiety and depression you feel. But, “Everyone has secrets,” says Slepian. “Just because you have secrets doesn’t mean you’re a bad person. The average person has 13.” The lonely mind, he advises, has only two releases: confession, or changing the way we think about secrecy.

What part of secret-keeping, exactly, is d...