The first time I played the game I used a player's guide, cause I was 11 or 12 and didn't know that doing a playthrough on my own would be more rewarding. So there really weren't any secrets. One thing I've come to wonder is...
how on earth was anyone expected to find the queen's statue to turn Odin into Raiden, and fight the Blue dragon without a player guide? What was the clue? In all my playthroughs I've never actually noticed any kind of clue regarding that (though I admit, after the first 2-3 times through I stopped paying attention to NPCs), other than the queen's diary that doesn't seem to give any indication at all. Just "I love Odin," which doesn't seem to be anything more than added color to the story, and certainly wouldn't make anyone I know think "oh, I bet something cool happens if I stand a few spaces under her throne and do nothing for a while." But there must be one, right? Because not even the most hardcore RPG gamer would ever think "hey, I'll just stand for five seconds on every inch of dungeon in case one of them has an invisible switch that isn't triggered immediately when you step on it."
So where are you tipped off? What does the NPC, or whatever, say? Or did square actually expect one in 10 billion people to find it by dumb luck and then tip everyone else off?