I saw an amazing talk on TED Talks by Dan Pink which talks about how creativity needs free space where you can make mistakes and follow your bliss. This is what the Secret World provides. It is a place where the Virgin is free to step into the shoes of her authentic self and take it for a test drive.
Keeping a Secret from her Dependent World is also an important first step of rebellion. She chooses to act on her values which are not in alignment with the values of the kingdom. The Virgin embodies the importance of the individual and will eventually bring chaos and change to the kingdom. Before she is ready for the full storm she establishes a Secret World where she can grow.
The Secret World can be a physical space as in Strictly Ballroom where Scot and Fran find place to dance without being discovered.
It can also be a state of mind. In Fight Club the number one rule of Tyler is that the narrator is never to talk about Tyler. The narrator gets so involved in his Secret World that he looses touch with reality.
Alternatively, the Secret World can be anyone who is in on the Secret as in New Waterford Girl where Mooney develops a plan to fake a pregnancy so she can be sent away from Nova Scotia and go to art school in New York City.
The Virgin moves back and forth between the two world, trying to appease the Dependent World, always fearful of discovery during the transition between the worlds.