John Proctor keeps very few secrets. The big one, obviously, is that he keeps his affair with Abigail Williams a secret. However, in Act Two, we learn that he kept his recent, short, but private, conversation with Abigail at Reverend Parris's house a secret from her. In Act Two, John worries that he has no proof of what Abigail told him then because "She told it to [him] in a room alone -- [he has] no proof for it." Elizabeth is surprised to hear that they were alone because "it is not as [he] told [her]" before. John angrily responds that he was only alone with Abigail for a moment and that "The others come in soon after." However, the damage is done; Elizabeth seems convinced that John is still dealing falsely with her. And he does appear, still, to harbor feelings for Abigail, feelings he obviously keeps secret, or tries to. In Act One, during that private conversation with Abigail, he admits to her that he "may have looked up" at her window at night and that he "may think of [her] softly from time to time." Thus, John still seems to have some lingering feelings for Abigail, and he keeps these to himself too.
In Act Three, John reveals his courage by confessing his adulterous affair with Abigail. He has struggled with whether or not to destroy his reputation in the town, but now that his wife's life, and the lives of his friends' wives, are on the line, he tells the truth. Similarly, in Act Four, John is courageous when he decides that he cannot swear a lie to keep his life. He's debated whether to confess a lie and live or to go to his death honestly, and this internal conflict is fueled by his fear that his goodness is already gone. However, he grapples again with himself, and, in the end, his scruples will not allow him to lie, but because his integrity leads to his death, it is a courageous thing to hold on to.