I am Victor J. Jackson.
For me, i think the number one answer is: SHAME
Many people tend not to talk about the things they're ashamed of, like sin - inglorious sin - errors they’ve made that have been disastrous - either for them or those around them, such as the life of an addict, or alcoholic or someone possessed and thriving doing evil deeds, in the event they still have a conscience.
I will be taking your question to a whole different level - on macro, cross - cultural levels.
[Anything that has shame attached to it, we as a people do not discuss. But what we fail to understand is this; what is considered "shameful" in one culture would be different in another culture.
To get deeper into this question of the week, I will have to generalize by breaking it down into a handful of categories:
PROPER
Proper etiquette states there are four things we don't talk about with strangers, even in our the workplace: Religion, sex, politics, and money. I have taken this to a deeper level and am careful with who I discuss this with, I think many of us follow this rule of thumb. These are also sensitive topics that people get very passionate about and could lead to disagreements and problems. So sometimes its better left in the closet.
PERSONAL
Again generalizing, don't talk about things like our bodily functions. Many people find it hard to tell someone while at the grocery store that you just passed gas...you get it. Then there are the deep parts of us, such as our sexuality. We don't talk about our fantasies or our deviancies. Someone who has a foot fetish or enjoys bondage. There was a study that 2% of all men have a pedophillia issue. Germany announced that if a man were to admit they were part of this percentage, they could get help without repercussions.
We don't talk about our health issues, mental or physical. Anything that the individual would consider shameful or put that person in a weak position. We don't tell others we suffer from depression or are bipolar disordered. The priests that molested children, no one spoke about it until the victims were in their adult years - and even then, most of them didn't want to talk about it. Or the women who were allegedly raped by Bill Cosby. We don't talk about our addictions, alcohol, drug abuse and numerous other addictions.
[NON SHAMEFUL
there are also things we don't talk about, like our dreams and aspirations. People are jealous or will steal our ideas, so we don't talk about them to protect us.
LEGAL
There are situations where people don't talk because there are legal implications. This could be someone talking against a government (like China). Or client - lawyer privilege, were a lawyer could lose their license if they were to reveal discussions/correspondences with their client - a confession with a religious leader also falls into this. How about an executive revealing strategy that will effect his company's stock price. That would fall under insider - trading and unlawful.
I think I covered as much as possible. But one thing to think about that people don't talk enough about is lies, there was a study done as to how much we lie, from big lies to little white lies though all lies are the same, no big nor small lies.