Every family has secrets, and some are easier to keep than others. It's relatively simple to hide things from your kids that don't affect their lives at all. Kids don't need to know intimate details about your life before they were born, and if you want to tell them when they're older, you can.
However, there are "secrets" that probably need to be disclosed pretty early, such as if a kid is adopted. This can be a difficult conversation to broach and can bring up a lot of complicated feelings. However, there are a lot of resources on how to help a kid through this. There are not as many resources for telling your daughter that she's the result of an affair her father had with another woman. One 15-year-old suspected that something was up with her parentage, and when her grandpa helped her get a DNA test, her parents were less than pleased.