Well, David's secret was that it wasn't just his imagination that he sees his mother and talks to her because that turned out to be real. Of all the supposed secrets harbored by the residents of Collinwood, that one was the most fully realized. Though as you say, whatever the secrets were supposed to be for Roger and Elizabeth, they pretty much remain secret because as the film stands we only get the barest of clues, like possibly Elizabeth's reaction to Carolyn performing the intro to Alice Cooper's "The Ballard of Dwight Fry" and possibly Roger extreme fidgitiness whenever the subject of his dead wife comes up. Though with regard to David's remark about Carolyn being significant in retrospect, one didn't need to review the DVD/Blu-ray of the film to hit on that because we discussed it here on the forum (in the "Depp/Burton DARK SHADOWS Is In Release!!" topic) long before the DVD/Blu-ray was released.
As for where we learned about the supposed secrets, if it had just been reported on the typical horror Internet sites, then it would have been something that we certainly could have taken with a grain of salt. But it was mentioned by several sources, including reputable print sources, and chiefly in WB's own Official Press Release for the film. Though, of course, that press release came out before most of the film was even shot much less edited, so in all likelihood it was based on info that was in the script rather than the finished film - and we know that so much of what was shot, particularly with regard to Roger's character, was left on the cutting room floor.