You could try, "I am on the edge of my seat." It means that you are excited about something that is about to happen. It doesn't necessarily have to do with knowing something, but it can be used that way. For example, "I was on the edge of my seat as I waited to hear her answer to my proposal."

Where’ve you been hiding?

Dying to know. This should not actual involve passing away/meeting your Maker/snuffing it/popping your clogs/ceasing to be/dropping dead, but is in very common usage. Thought you'd like a few more idioms.