One description given by some philosophers when asked to describe the true nature of the Imperium is that, beyond its teeming masses, uncountable worlds and incalculable might, it is best described as a vast web of secrets.
Secrets, and to greater extent ignorance of the truth of things, are paramount to the Imperium's very existence. Knowledge is a calcified and restricted thing. One simple reason for this restriction is that it is better that people have faith than facts, for the facts allow little room for hope and realization of the true horrors that confront humanity would only lead to destruction and utter despair.
"I looked for the truth. Found it. Didn't like it. Wish to hell I could forget it."
— Alex Mercer, Prototype
"Today a young man on acid realised that all matter is just energy condensed to a slow vibration, that we are all one consciousness experiencing itself subjectively, there is no such thing as death, life is only a dream and we are the imagination of ourselves."
"YOU CAN'T HANDLE THE TRUTH!"
— Jessep, A Few Good Men
"You're trying to understand. I told you your brother had been killed. And yet, here he stands, in the very shadow of the man you came here to destroy. You came here to avenge his death. You came here to save mankind. And you see now, you cannot do both."
— Dr. Light, The Stand (Man or Machine)
"It's a dream, Oswin. You dreamed it for yourself because the truth was too terrible. Because you are a Dalek."
— The Doctor, Doctor Who
Makoto: Oh, one more thing! You know the thing that kept me alive inside the Boundary and helped me get back here? What was it, anyway?
Rachel: Do you really wish to know?
Makoto: Uh, yeah!
Rachel: If you would know the truth, then take a look inside of that casket. I must warn you, though - I daresay you will not like what you see.
(Makoto opens the first casket... and, justifiably horrified, opens three more)
Makoto: ! Oh my god... no...!
Rachel: This is the reason you were flung into that other world... and the reason you were able to remember what was real. You care dearly for Noel Vermillion, but the girl you know as Noel was preceded by these. Failed observers, all of them, crafted by Relius Clover. They were all Prime Field Devices, but none of them became Noel...
Makoto: Then these girls... they're all...
Rachel: Dolls, yes. Created by human hands... just like you beastkin.
— Slight Hope true ending, BlazBlue Continuum Shift EXTEND
"DeWitt, I'm a fool. I've sent mighty armies to stop you. I rained fire on you from above. I did all that to keep you from her, when all I needed was to tell her the truth."
— Father Comstock, BioShock Infinite
"As I said, Wright. The truth isn't always...pretty..."
— Miles Edgeworth, Phoenix Wright: Ace Attorney - Dual Destinies
"Dammit... It hurts to face yourself... I knew it wasn't lying... But I was so ashamed I didn't want to admit it..."
—Yosuke, upon accepting his true self, Persona 4