Why don't you explain to him why you don't want him to know all of your past? Or all of your private thoughts?

Honestly, if he really likes you he will stick around. If you don't explain to him why you're shutting down/avoiding him hes going to think you're not interested in the relationship. It may also help to plan activities for dates so they don't revolve around being physical. You can reveal parts of yourself through the dates.