hello ^^ I will show you how Koreans understand that sentence, and it may be helpful when you make sentences in Korean, from English. "I already know the fact // that you have a lot of things // you can't say to me so it's okay" first, I divided the sentence into 3 parts. 1. 나는 이미 사실을 알고 있다. 2. (that) 너가 많은 것을 가지고 있다는 (사실을) fact is that you have a lot of things 3. (많은것은) 너가 나한테 말 할수 없다. 그러니 그것은 괜찮다. a lot of things (that) you can't tell me but it is just a line of how we understand. it is not working in all situations, but simply thinking reversely, you can make it more natural. 너가 나한테 말할없는 많은 것을// 가지고 있다는 사실을// 나는 이미 알고 있어. 그래서 나는 괜찮아. 3-2-1 does it make sense? and about that. 'That' has many functions but in this case, That used as a conjunction of explaining something's status in that case, we can use ~을 like That if you have questions, plz leave your comment, I will help you as much as I can thank you!

I already know 난 벌써 알고 있어 the fact that you have a lot of things you can't say to me 네가 나한테 말할 수 없는 얘기가 많다는 걸 so it's okay 그러니까 괜찮아. I already know the fact that you have a lot of things you can't say to me so it's okay 네가 나한테 말할 수 없는 얘기가 많다는 걸 난 벌써 알고 있으니까 괜찮아.