Secrets can show how much you trust someone or how much someone trusts you. Knowing a bunch of people's secrets can make you feel like people can count on you. I also like them because I like knowing things that other people don't.
I love secrets so much that I actually started a web site so that I could read them all the time -- http://www.five-secrets.com. It's fun to post yours and see if anyone can relate to your secrets... even the really weird ones!