There are major secrets (that move the drama forward) and minor ones that add color to the plot. Here are some of the secret structures I've seen. (What are the others?)
To create major suspense let the audience know something critical to the lives of the characters that no character knows. (We're on pins and needles wondering when one or all of the characters will find out the secret, and what will happen as a result.)
To drive the drama forward let the audience know something that only one other character knows, such as the protagonist or the antagonist. (We wonder why she doesn't reveal the truth, or maybe we know why. We see the antagonist preparing to trap the protagonist, and we want to yell out to our hero "Watch out he has a knife (or a cream pie)." But "secretly" we don't want him to or her to know too soon because then the movie would be over.)
To reward the audience for sitting through the long scenes that are boring but essential to the story (I suppose) there are secrets that one or more characters know but that the audience does not until it's revealed. (We see characters plot and plan but without explanation to us. We hope they'll succeed because then we'll be rewarded with some surprise or extravaganza, like the final big dance number on the big white set. )
SECRETS in stories, you see, are things we love, and hope for. They are like Christmas presents. Yes, we want to know what's in the package under the tree, but if we really knew, then Christmas wouldn't be anything to look forward to. So, we shake the package, and try to guess, but we really don't want to open it too soon because we'd spoil the surprise that the secret holds.