To be a dark horse: This means that someone has a mysterious past or hidden talent. It comes from horse racing, when a successful horse was disguised by changing its colour.
To have a skeleton in the cupboard (US closet): This means that someone has a bad or shameful secret in their past, perhaps they were once a criminal. A closet is a small cupboard that people keep their clothes in, so it is a personal space.
To have a trick up your sleeve: This means that you have a secret plan or strategy that you will use at the right time in order to be successful. This hidden trick will surprise your opponent. The idiom probably comes from the world of performing magic.
It is written all over your face: This means that you can easily realise that someone has a secret, simply by looking at that person's face.
A little bird told me: We use this phrase when we want to keep a source of information secret, when we don't want to say who told us something.