The Flooded Forest

'Listen, to go outside this wall is quite dangerous, for the surrounding woods are full of wild animals. I'll never understand how you got here without being eaten alive. But if you wait for the day when there's a storm at sea, you will see the water rise to the top of the wall and moor to those spires up there on the roof. If you are patient, you will be able to sail away on one of those ships.'

- Italo Calvino, Italian Folktales

Whoever breathes a word of this will turn to stone

'Do you remember,' Peel asked, 'when we stopped at an inn?'
'Of course I do.'
'Well, while you and your husband were sleeping, three fairies came in and said the wizard had placed three curses on his daughter: to come upon three horses and leap on the white horse, which would be her undoing. But, they added, should somebody quickly cut off the horse's head, nothing would happen. And whoever breathed a word of this would turn to stone.'
As he said those words, poor Peel's feet and legs turned to marble.
The young woman understood. 'That's enough, please!' she screamed. 'Don't tell me any more!'
But he went on: 'Doomed whether I speak or keep silent, I choose to speak.'

- Italo Calvino, Italian Folktales, 'Pome and Peel'

 

The exact nature of the curse doesn't matter, as long as it's suitably terrible - it doesn't even have to be death or petrification, perhaps just the loss of items or something else valuable will be enough to motivate the player. So, the player hears something or reads something with a curse on it (make sure it's something they actually seek out for themselves, not just foisted upon them at random). At the time you say "No, there's nothing interesting about it." After the session, you secretly tell the player what they've learned and what the dire consequences are if they repeat it to anyone else.

Now, the player can still act upon what they've learned i.e. cut off the horse's head. But when questioned about it, they can't really say anything except "I can't tell you." (For extra cruelty, you could make it that even saying that you can't say will trigger the curse - so the player has to explain their actions with "I just felt like it," or some other improbable reason). Unless your players are slow-witted or really into PvP, they'll probably catch on to what's happening pretty quickly, but the tension it creates will still be fun.

Alternate, less devious option: the entire party hears about the curse, but they can't repeat a word of it to any NPCs. Insert your own hijinks here.

From the Classics: The Road of Immortals

One day he met an old man with a white beard down to his chest, pushing a wheelbarrow full of rocks. The boy asked him, 'Could you direct me to that place where one never dies?'
'You don't want to die? Stick with me. Until I've finished carting away that entire mountain rock by rock, you shall not die.'

- Italo Calvino, Italian Folktales, 'The Land Where One Never Dies'

Some time ago, a man was cursed by a witch at this spot. He was told that he had to carry away the mountain piece by piece and dump it in the canyon at the far end of this road. Until he had completed this task, he could never die.

Unfortunately, the witch was not careful with the wording of her curse. It turned out that anyone who helped the old man with his task would also become immortal like him.

Soon people were coming from far and wide to help the old man with his task. They all wanted a share in his immortality. But as more people came to help, the mining of the mountain began to go faster. It began to look like they would carry away the whole mountain before they had even grown old.

The immortals began to fight each other. There was not enough immortality to go around. But they could not kill each other, for it was written that they would not die. Instead they would club each other over the head and throw each other into the canyon to be buried under rocks. 

That is why, if you stand at the bottom of this canyon, beside this pile of stones, you may sometimes hear a muffled shouting.