Harassment

If they see you are uncomfortable they assume you have a secret, so they are curious.

Or they are just interested in getting to know you. It depends on the type of question.

You can just say, "I'd rather not talk about it."

I think Stuart is right with 

Stuart333 said:

If they see you are uncomfortable they assume you have a secret, so they are curious.

My go-to when I don’t want to open up to people is “grey-rocking.” Make yourself as uninteresting as possible. When asked questions answer with simple yes/no responses. As others have said, always let them know that you don’t want to discuss certain things further, but try not to make it seem like you are holding something back. 

Stuart333 said:

"I'd rather not talk about it."

Is a good go-to. Or “That’s not something I’m interested in talking about” could work too.

Being uninteresting makes you less of a target for people prying into your business.

I think Stuart is right with 

Stuart333 said:

If they see you are uncomfortable they assume you have a secret, so they are curious.

My go-to when I don’t want to open up to people is “grey-rocking.” Make yourself as uninteresting as possible. When asked questions answer with simple yes/no responses. As others have said, always let them know that you don’t want to discuss certain things further, but try not to make it seem like you are holding something back. 

Stuart333 said:

"I'd rather not talk about it."

Is a good go-to. Or “That’s not something I’m interested in talking about” could work too.

Being uninteresting makes you less of a target for people prying into your business.