What secrets did Romeo and Juliet share and keep?

Romeo and Juliet kept their love and marriage a secret from everyone other than Friar Laurence, the Nurse, and Romeo's servant Balthasar. Neither the Montagues nor Capulets knew of the relationship and even Romeo's best friend, Mercutio, is ignorant of his friend's new love interest. This ignorance on Mercutio's part leads directly to his fight with Tybalt. He doesn't realize why Romeo backs down to Tybalt, who is Juliet's cousin, and so engages the Capulet in a sword fight which ultimately leads to both of their deaths.

One of the major consequences of keeping the marriage a secret from Juliet's parents is the arranged marriage with Count Paris, which prompts the Friar's plan to have Juliet fake her death. Lord Capulet knows nothing about his daughter's love for Romeo and agrees to allow Paris to marry her as a way of easing the family's grief over the death of Tybalt. Juliet bravely goes through with the plan and keeps it a secret from her parents and the Nurse. At one point, before taking the Friar's potion, she seems intent on not going through with it and calling the Nurse back, but overcomes her fears and drinks the mixture which makes her appear dead for almost two days.

Romeo too keeps a secret of the fact that he has bought poison in Mantua and intends to kill himself after hearing from Balthasar that Juliet is dead. Romeo never gets the Friar's message informing him of his plans and impetuously vows to die with Juliet in the Capulet tomb. Unfortunately, he takes the poison only a few moments before Juliet awakens. In the end, the secrets kept by Romeo and Juliet contribute to their demise. The secret of Romeo and Juliet's love and the Friar's plot aren't revealed to the rest of the characters until after Romeo and Juliet are dead, when the Friar tells the entire story to the Prince.