The Secret Lives of Just About Everybody:

But psychologists say that most normal adults are well equipped to start a secret life, if not to sustain it. The ability to hold a secret is fundamental to healthy social development, they say, and the desire to sample other identities - to reinvent oneself, to pretend - can last well into adulthood. And in recent years researchers have found that some of the same psychological skills that help many people avoid mental distress can also put them at heightened risk for prolonging covert activities.

Fascinating article.