Secrets

It's kind of hard to say what's a secret and what's not a secret in Ps:T, but here you can find the stuff I considered to be more secretive just the same.

Adahn the Imagined
In many dialogues throughout Ps:T the main character will have the chance to introduce himself as "Adahn", or to make several other references to that particular name. Anyway, the thing is, if you make enough references to the name "Adahn", 10 or 12 I belive, an individual by that name will appear in the Smoldering Corpse Bar (that's to show you how powerful will-power is, on Ps:T). You can talk this individual into giving you several items (along with some exp), as long as you don't let him know that you created him. First he'll give you an "Adahn's Ring" and 250 exp, then 100 gold pieces and 500 exp, and finally an "Adahn's Dagger" and 1000 exp, the dagger is very cool looking, if not that useful. You'll need a fairly high INT and WIS to get Adahn to give you these items.
It's very easy to get Adahn to appear soon in the game. You can talk about Adahn to almost every dustman inside the Mortuary, also, you can mention Adahn to the four dustman mourning near the dustman monument outside the Mortuary.

Ancient Scroll
The Ancient Scroll is inside the Carceri Warehouse, hidden among some boards (x=396, y=286). You can use it if you are at least level 12 as a mage, here is the list of wishes you can have the scroll grant you:
1. Increase attributes: Increases any stat you choose by 2.
2. An item of power: Creates a Ring of Thex (+20 HP, +4 AC, +2 to all saving throws, only usable by mages).
3. Wealth: Gain 10000 copper commons.
4. Full health for party: Fully heals all party members.
5. Arcane knowledge: Creates 1 scroll of stygian ice storm, 1 scroll of meteor storm bombardment and 1 scroll of power word: kill.
You can only choose one of these wishes, after that, the scroll will disappear. I always go for the increase attributes wish, but I suppose getting the ring would also be a good choice.

Entropic Blade
After returning from Carceri, head back to the Lower Ward and enter the Siege Tower, talk to Coaxmetal and say "farewell", he will then ask you to give him your Modron Cube so he can escape. If you give him the cube he will give you the Entropic Blade plus 12000 exp (even if you don't give him the cube you still get the 12000 exp), just remember that by giving him the cube you will be unleashing a force of entropy on the planes and thus you will become much more chaotic!

Grimoire of Pestilential Thought
Below Lothar's house down at the Lower Ward is Mantuok the wererat, kill him and take the Grimoire from his body. Using this tome will make you very evil, remember that. First you can start by asking the book for advices. Then, ask it about it's powers, he will start by telling you to spill a drop of your blood on it's pages, you receive a scroll of Blindness. For more power it will tell you to sell one of your compainons into slavery (you can do so at Vrischika's Curiosity Shop), you receive a Adder's Kiss scroll. For even more power you will have to kill one of your companions without the aid of spells (you can revive your companion after the deed is done, no hard feelings right?), for this you get a Power Word Kill scroll. After that the book won't talk to you anymore.

Modron Maze (Rubikon)
Check the Modron Maze section of the walkthrough for information about this one.