Someone else’s secret is heavy luggage. You can refuse to carry it before they unpack.

A secret handed over brings obligations you never agreed to: keeping track, guarding your words, sometimes choosing between people. The handover happens fast, usually before you have had a chance to decide anything. Once you know something you cannot go back to not knowing it.

When somebody opens with a warning that this is confidential, it is fair to pause there. Ask whether they want advice or an ear, and say if you would rather not hold it. Declining at the start is far easier than managing it afterwards.