I have no emotional concept of shame; so I'm already aware of the things my parents disaprove of. We actually have a pretty decent relationship, so while she's said that I have lived in sin, she still loves me, etc. I don't really have any closet issues, but there are some things I tend to avoid talking about because I'm irritated by the responses...
I have Sexsomnia. Yes, it's a real sleep disorder. No, I don't use it as a convinient excuse. Mine is a mild case and hasn't resulted in exceedingly strange situations. And it was an irritable Ex that brought it to my attention originally; she thought I was punishing her by starting something in bed and then rolling back to sleep.
I am sometimes aroused by violence. It's usually violence perpetrated against me, but I am not a masochist. I do not find pain arousing. I don't enjoy being stabbed, getting into fist fights, generally being harmed in various ways akin to torture, etc... but there is something about a woman who punches me in the face with a sexy look on her face that just makes me go nuts. Call it physically strenuous foreplay.
Then of course the less specific ones; my religious, political, ethical, etc, affiliations. But again, that's more because they near always result in arguments, and I'd prefer not to secumb to my psycopathic traits when dealing with others.