Many scholars agree that the best way to understand the "messianic secret" is as a literary device. Remember, we are reading Mark's version of the gospel narrative; therefore, we must pay attention to the way that Mark tells the story of Jesus.
Mark very clearly announces the identity of Jesus as the beginning of his gospel (Mark 1:1 - "The beginning of the good news of Jesus Christ" - Christ means "Messiah"). So, the reader of the gospel knows the true identity of Jesus from the very beginning. Also, the inhabitants of the spiritual realm know the identity of Jesus; the demons repeatedly identify Jesus as the Messiah, the Son of God. Finally, at the baptism of Jesus and the Transfiguration, God himself identifies Jesus as his son. So, the identity of Jesus is not a secret to the reader of Mark's gospel.
However, within the narrative of his gospel, Mark uses the reluntance of Jesus to fully disclose his identity to highlight the connection between Jesus' identity as the Messiah and his death on the cross. (Remember, the idea of a crucified messiah was radical in the first century.) Throughout Mark's gospel, Jesus is relunctant to disclose his identity UNTIL the fourteenth chapter, which describes the interogation of Jesus by the Jewish High Council. Jesus is asked by the high priest, "Are you the Messiah, the Son of the Blessed?" To which Jesus replies, "I am, and you will see the Son of Man seated at the right hand of Power, and coming with the clouds of heaven" (14:62). After this pronouncement by Jesus, the high priest tears his clothes and condemns Jesus to death. Mark uses the literary motif of secrecy to emphasize this climatic moment when Jesus himself finally discloses publicly what the reader has known all along - He is the Messiah, the Son of God!
So, as you continue to read through Mark's gospel, remember that the entire narrative is moving toward a climax, the death of Jesus on the cross and his glorious resurrection, which both confirm his identity as the Messiah, God's Son.