This Trope is often a group of kids towards adults because "They'll never believe us!" and can sometimes be done well. Often there are situations where things are easily provable though and hiding things just becomes it's own problem.

1. Ghosts: The main character of this show is the only person who can see the titular ghosts. Many odd behavior and situations caused by the ghosts or her interactions with them need to get awkwardly explained away because the characters don't want to let anyone know she can see ghosts. However many of the ghosts have powers that can influence the world or information and each time they decide they have to prove the existence of ghosts they do so very easily. 

2. Stranger things: Mostly with the earlier seasons the kids hide the supernatural shenanigans that they are participating in from their parents and other adults. By season 5 everyone and their aunt knows what's happening but early on secrecy and sneaking around behind loved ones backs was a big part of the story. 

3. Animorphs: A story where this trope makes perfect sense. The kids have to hide their powers and the yeerk invasion from everyone they love because they don't know who is a being controlled by the yeerk invaders and who is not. 

[Mixed Trope] We can't tell anyone else about this!