Reticent - Describing someone who is inclined to keep their thoughts, feelings, or personal matters to themselves, not expressing them freely.

He was reticent about discussing his past, thinking that there were details that she might not react well too.
zealot - A fanatical person who is unyielding in their spiritual or political pursuits.
Juliet went into the hills alone to seek God, even though her friends called her a crazy zealot. She later testified that speaking to God in the storm was a profoundly healing experience.