Idioms use language metaphorically rather than literally. If you are a 'dark horse', it means you have a mysterious or unknown past (the metaphorical meaning) not that you are a horse with dark coloured skin (the literal meaning).
Idioms are also fixed groups of words so you can't change the wording of an idiom. For example, you can say 'He let the cat out of the bag' to say that someone revealed a secret, but you can't say 'He let the cat out of the suitcase'.
Here are some idioms related to keeping secrets.