His character is partly built on mystery. Do we really want the entire backstory told to us? Do we want to know his name?
Moffat's writing usually divides fandom so I'm a little worried what kind of history we have in store.
Personally, I don't care what his secret is, and I miss the old days when I could watch Doctor Who and not care. nowadays it's like every fifth episode is like "OOOH, he's got a secret! OOOH It's a huge secret! OOOOOOH IT'S A TERRIBLE SECRET THAT WOULD SHATTER UNIVERSES!!!!!"
I don't care. Someone else can find out the huge secret...