One nice feature about virtual tabletop programs like Roll20 is that the GM can whisper to one player without anyone else overhearing or even noticing. You can do this in a face-to-face game, but then it requires either passing notes or pulling one player aside, both of which are usually obvious to the other players.
I often forget to whisper, though. And sometimes deliberately don't bother. It's easier to just speak to everyone: it doesn't require typing any fancy commands, and it means you only have to deliver the message once.
One case where I almost always remember to whisper is when the PCs are not fully in agreement with each other. In that case the player whose PC wants to do something different than the rest of the group might not want to share private information with them, so it's only fair to give them the option. This group has seen some intra-party conflict in the past, but the current group of 5 PCs get along pretty well, with one exception: Elias (a cleric of Elyr, a goddess strongly opposed to all undead) thinks Loras the lich is pure evil and needs to die (or re-die or un-un-die or whatever) as soon as possible, while the other PCs think a friendly lich librarian might come in handy and also don't want to be killed by a lich. So, anything Loras-related is likely to be delivered in whispers unless the whole group saw it.
A different challenge is when one or two PCs are scouting ahead, and the rest are waiting behind, bored. In this case I tend not to use whispers, simply so the players who are not involved in the action can at least watch. (Also, because if there are two scouts, having to whisper everything twice would get old.) This does risk revealing too much information to the PCs in the back though, in the event that the scout runs into trouble and does not return. So I have to watch for anyone taking unfair advantage of information that their character should not have.
Another problem is when only some of the PCs can see an enemy. This sometimes happens due to some PCs suffering from limited light radius while others have Dark Vision, sometimes due to See Invisible. Roll20 does a pretty good job with light radius and line of sight (if you pay for those features), so I take advantage of those. But I don't think it's possible to directly make a token visible to some players and not others. So in such cases I tend to make it invisible to all players (by putting the token on the GM-only layer) and then whisper to the players with See Invisible what they see. This is mildly annoying to everyone, but helps project the right level of confusion that invisible opponents should.
Another case involves hearing rather than seeing. Sometimes only some PCs make a Hearing roll, or sometimes only some of them understand a language that's being spoken. I think this is the easiest place to use whispers. Typically the keen-eared character or the one who speaks that language will relay the message to the other players, so it's just an opportunity for some in-character conversation.
The final big one in the dungeon is item detection. In a party where the thief helps himself to extra treasure, it's vital to not reveal every found item to all the players, or you end up with an angry and then dead thief. But DF Whiterock features a cooperative thief, so it doesn't matter too much whether I announce his findings to the whole team. (Of course Zaber isn't the only PC who finds treasure, but the combination of his high Perception, and the fact that he's the one who knows how to detect traps and pick locks, means that he finds a lot of it.) In a lot of games the Wizard is the only one that can detect magic and has an opportunity to reveal or hide detected magic, but in this game 3/5 of the party are elves with Magery (in GURPS, Magery gives free chances to detect magic without needing to actually cast a spell), so there's rarely much point.
"Don't split the party" is an almost universally understood and sometimes even followed rule among adventurers, so with the exception of 1-2 PCs sometimes scouting ahead, this party does a pretty good job of sticking together, minimizing the times when only one player sees something. But town is a big exception. Typically we spend the first 20 or 30 minutes of a game session talking about what the PCs did in town that week, and they don't always stick together there, since it's a relatively safe place and they have different interests and abilities. So I need to remind myself that when someone did some lone research, whether in a library or a tavern, they should get the fruits of that research first, and get to choose whether to share it with the other players. One rather flagrant violation of this rule was when I posted the translation of a book on this blog, rather than lore-dumping several paragraphs of whispers at Seépravir (the character who learned enough written Celestial to translate the book). I thought it was worth it to get all the players up to speed, but I probably should have asked Seépravir's player first and given the wizard a chance to censor any information she didn't want the other players to know.
In summary, information hiding is a key part of GMing. Every GM has to choose how much they want to restrict information that only some PCs would know to just their players, versus sharing it with the whole party and expecting the other players to ignore it. I'm not sure I'll ever get the balance perfect, but I'm trying to think harder about what to share and what to keep private, rather than following my first instinct of just blurting everything out as quickly as possible.
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