At the beginning of "Cold Days" Dresden finds out that there is something living in his skull, that gives him enormous headaches:
My head was starting to ache again. Dammit, this was all I needed. Over the past few years, my headaches had grown steadily worse, to the point where sometimes they all but knocked me unconscious. [...]Demonreach growled. In all capital letters. And the headache vanished. Whoa,” I breathed. “Uh . . . what did you just do?” “I WARNED IT.” I blinked several times. “You . . . warned away my headache?” “THE CREATURE CAUSING IT. THE PARASITE.”
But when Harry tries to find out more about the nature of the beast, its stonewalled:
That’s right. Right here in this chamber, the last time I’d been here, either Mab or Demonreach had said something about the division of labor keeping my body alive while the rest of me was elsewhere. They’d said that the parasite kept my heart running. I glowered at Demonreach and said, “Tell me about this parasite.” “I WILL NOT.” I made an exasperated sound. “Why not?” “IT BARGAINED.” “With what?” “YOUR LIFE, WARDEN.” I thought about that one for a few seconds. “Wait. . . . You needed its help to save me? And its price was that you don’t tell me about it?” “INDEED.”
So at this stage reader (and Dresden) can suspect that this thing is indeed something malevolent, akin to alien creature or demonic entity.
But then, in "Skin Game" it is finally revealed that
It is in fact a spiritual child of Harry and the imprinted copy of Lasciel (or Lash as he called her) that was created in the moment when she sacrificed herself to save Dresden.
So why such secrecy (other than to keep the reader guessing)? Everyone who could somehow benefit from this knowledge (Mab or entity's "mother") seems to know its nature, so why holding this information from Harry?