What's underneath that cover?✅
An alternative is, "What's beneath that cover".
What have you got underneath that cover?✅
'beneath' is an alternative here as well.
I'll confess I have an appetite. / Let me confes I have an appetite.
I confess I have an appetite. Let me confess, I have an appetite.
I will never step into that town again.✅
More natural to say, "I'll never step foot into that town again".
I find your reticence baffling about it.
I find your reticence baffling.
Your feet never touch anything over there but concrete.✅
What you wrote is ok, but formal. More natural is, "Your feet only touch concrete over there"