I'm lying to my best friend
Why are you lying to your best friend.
He thinks there's something wrong with me
You shouldn't lie to your friends. You should trust your friends enough to tell them the truth and have an honest relationship.
It's not lying. I'm just keeping things from him.
Keeping things from someone and not being truthful can still be a lie. At the very least, it shows a lack of trust in your relationship which you're contributing to. You shouldn't lie or keep things from your friends.