In "New Moon," Jacob Black first says, "Have you ever had a secret you couldn't tell anyone?" The question appears during the tense period when Jacob is hiding the truth about his transformation and his connection to the Quileute werewolves.
Jacob's secrecy is central to his changing relationship with Bella Swan. After becoming a werewolf, he begins avoiding her and spending time with the other members of the wolf pack. Bella notices that something is wrong but does not initially understand that Jacob has become a supernatural shapeshifter.
The line belongs to Jacob, not Bella or Edward. It is easy to confuse the speaker because much of "New Moon" is narrated through Bella's perspective, and the surrounding conversation focuses on Bella's own secrets and emotional confusion after Edward leaves Forks. The book and film handle some details differently, but Jacob is the canonical answer to this quotation question.