1. mum's the word
This is usually used in British English, I think. As an American, I get strange looks whenever I use this phrase, though most people do understand it.
2. my lips are sealed
It's a fairly common phrase.
3. keep it under wraps
This is a fairly common phrase too.
4. a little dickie bird has told me
I've never heard anyone say this exact phrase before. However, people do say, "A little bird told me."
5. keep it to yourself
Definitely a common phrase.
6. to let the cat out of the bag
We usually would say, "Don't let the cat out of the bag," but yes, people do use this fairly commonly.