Learn Spanish (Latin America): No sé el secreto.

The verb saber (to know) has an irregular yo (I) form. Instead of following the normal rules to make sabo, it changes completely to sé. The other forms of saber in the present tense are regular, like sabes (you know) and sabe (he/she knows).

Could I use conozco here since it also means I know?

No, because Spanish has two verbs for to know: saber and conocer. You use saber for facts, pieces of information, or knowing how to do something. Because a secret is a piece of information, you must use sé. You use conocer instead for being familiar with people, places, or things.

Where is the word for I (yo) in this sentence?

In Spanish, you usually drop the subject pronoun like yo because the verb itself tells you who is doing the action. Since sé only ever means I know, adding yo is completely optional and is usually only done for extra emphasis.

Why does sé have an accent mark?

The accent mark distinguishes the verb sé (I know) from the pronoun se, which is a totally different word used with reflexive verbs. They sound exactly the same when spoken, so the written accent mark tells you which one is meant.