Confidentiality is what you observe when you keep things secret. If you happen to be a mafia boss with lots of dark secrets, you'll want to be sure you can count on complete confidentiality from your wife and family.
Confidentiality is important not just to people involved in illegal activities. You expect your close friends and family to keep your secrets — you count on their confidentiality. Confidentiality might also apply to your job — if your company is working on a new computer game, confidentiality is essential to prevent leaks to your competitors. The word confidentiality includes the Latin root fides, which means "faith," or "trust."