Told them that an Easter egg they accidentally spotted on a shelf was not for them. Actually, it was! 
Got other family members (e.g. grandparents) to tell them things they won't hear from me.
Not telling them how I do certain magic tricks. I've told them how I make a coin swap hands, but I haven't told them how I push a glass through the table, although they've seen me do it many times. They think it's pure magic.