Learn Croatian: Rekli smo sestri tajnu. - We told the sister a secret.

Because the sister is the one receiving the secret, making her the indirect object. In Croatian, we use the Dative case for this. For feminine nouns like sestra, the -a at the end changes to -i in the Dative singular.

Why is the word for secret tajnu instead of tajna?

The secret is the thing being told, which makes it the direct object of the sentence. This requires the Accusative case. For feminine nouns ending in -a, the ending changes to -u to show it is the direct object.

Where is the word for 'we' in this sentence?

It is built into the verbs! The helper verb smo is used to build the past tense for 'we'. The main verb rekli also has a plural ending. Because this already makes it perfectly clear who did the action, the pronoun mi (we) can be left out.

Could we put smo at the beginning of the sentence instead?

No, because smo is an enclitic. Enclitics are short, unstressed words that are not allowed to start a sentence in Croatian. They almost always need to sit in the second position, which is why smo comes right after rekli.