When you're writing, take a look at what you are keeping from the readers. You might be surprised how much not keeping secrets adds to the story.
When Shakespeare has two people in love with each other, he often lets us in on the secret but keeps his characters in the dark. This is called dramatic irony. When we as an audience know something that the characters don't it can help increase tension because we know that they are making a poor decision because they don't have the knowledge we do. "Oh if only Romeo knew that Juliet wasn't really dead!" The action of the story is compelling because we know that there's another choice. If you're like me when you read Romeo and Juliet you find yourself trying to telepathically give Romeo some help. This happens to me every time, and it works for comedy and drama just as well. Shakespeare was a master of suspense.
Another time that you can help the reader is when your characters have a plan. We often try to keep our readers in the dark so that they can be amazed by how we solve problems when if they knew our crazy answer they would be compelled to find out if it worked or what our characters did when the plan failed.
Any time you have a mystery though, it should be the kind that the reader could solve on their own by the time your character does. The reader should either be saying, "I should have guessed." I know that I am always caught up in stories when I say, "I knew it!"
But there's a caveat. You need to give your reader the clues along the way so that they say, "I know what happened" just before or even while your character is making the connection. You'll need to find the balance so that readers don't get bored because they figured it out three chapters ago and the character (given the same hints, not using dramatic irony this time) is so dense they just don't get it.
Last but not least, if you're building up some great suspense, you better make sure your solution is just as great. Unless you're trying to screw with your readers' heads, don't hold a simple solution ransom just to make your readers watch. Nothing turns me off to a series more than reading or watching a story that is keeping one stupid secret. Your story should be engaging to read whether the reader knows the ending or not. I watched the Sixth Sense plenty of times even though I knew the ending because the whole movie is good. Don't mistake secrets for good mystery.
Create suspense and mystery by giving out knowledge at the right times. Don't ever hold a piece of knowledge ransom just to keep your reader reading. They should enjoy the story just as much as the revelation at the end.
So in the end ask yourself. Do I need to keep this secret? If you do, then make the whole journey up to that secret enjoyable too. If you don't need to keep the secret, then tell it as early as possible and see where your story takes you.
(NOTE: I'm going to be consolidating my blogs soon. I've just got too many. I'll probably put them all here so keep a look out.)