Nanoha's pretty open with most of her stuff - she doesn't have a lot to hide - but she doesn't tell most people that she's been fighting evil as part of an interdimensional police force since she was 9.

Or that she has a reputation as an absolutely terrifyingly tough combat instructor who on at least one occasion has disciplined one of her students by knocking her unconscious for several hours (in all fairness, her student was being very reckless/dangerous and could have gotten herself/her partner killed if it hadn't been training).