1) You don't have a job. You don't want to lie and say you're employed if you're not, but it's not the best thing to lead off with. If you're on food stamps and have a housing voucher or your parents still support you, that may look like a sign of weakness and a threat that you could become dependent on him - or that you may be looking for a meal ticket and not a boyfriend.
2) You slept around in college or high school. Your youthful experiences are your own private business. Too much casual sex is not going to send a good signal. Just be quiet.
3) You were arrested, in a psych ward, or fired. The accepted wisdom is that leopards don't change their spots. It might be a great story or an unfair consequence you didn't deserve, but it is still going to take the shine off your attractiveness and turn you into damaged goods in his eyes. Just don't go there.
4) You haven't dated or had sex in a long time. If you tell him you've been out of circulation for a long time, the next question will be "Why?" And there's never a good answer. It will reflect badly on you and your value as a dateable woman.
5) You were sexually abused. This is an issue that could affect your approach to a sexual relationship and must be addressed at some point. But it is best for a man to see you as a strong woman before he sees you as a victim. This will not make you damaged goods to most men, but it is still best to keep it to yourself until a bond and deeper knowledge of each other has developed.
6) Your ex is abusive and unstable. A man may think physical abuse can change a woman's perception of all men and he also may not want to get into a situation where a crazy dude might barge in on him and get violent.
7) You get dumped a lot. You know they were all jerks and cheaters and derelicts, but your date doesn't. Men want a woman of high value, just as you want a man of value. Don't devalue your currency with stories that won't help your situation and that he doesn't need to know.
8) You cheated. Once a cheater, always a cheater. That may or may not be true, but you don't want to plant a serious reason for him to always distrust and disbelieve you. You are just undercutting your relationship before it really begins. If the question comes up, just look him in the eye and say, "I will never cheat on a man." It's the future tense, so it is not a lie - unless you plan on cheating.