I would say honesty is a best practice in various situations. This includes being honest about not wanting share certain information. There are intrusive or unsafe people whom you have to be honest with and politely say,

"I'm sorry but I don't feel comfortable talking about that."
or
"I'm sorry, that's too personal to talk about. I only talk about these issues with my family/ closest friends."

I don't think you should lie to anyone, but you can discern the amount of information you share depending on how much you know and trust that person. And maybe take it slow (I've made mistakes in the past trusting and opening up to people too soon).