I'm thinking of what my wife doesn't know...
Oh no, this does not sound good. What doesn't your wife know?
I think that I'm cheating on my wife.
It's terrible to keep such a secret from your wife. You should come clean to her.
No, I am just thinking about it, I haven't actually tried to cheat on my wife.
Spouses are expected to share information with each other and not keep secrets.