I'm not an INFJ, but I am very hard to really get to know, if not impossible. Even my best friend, whom I've known pretty much since I was born, doesn't know a lot of things about me. I'm not purposefully trying to hide who I am, I usually just don't see how it should matter to anyone I guess. I'm trying to figure out who I am myself, no need to mix others into it.
Recently I've been trying to be more open though. Just this summer I told that friend about some things that haunted my childhood and teenage years. He was genuinely surprised by all of it.
And no, I didn't feel like some weight was taken off from my shoulders or anything. I've always been perfectly fine taking things in and letting them dissolve.