The spy world is naturally full of duplicity, and any secret-agent character will lead a double life that's fraught with risk. This is even more true if they're a double agent, since this adds another layer of betrayal. While the revelation of a secret often comes with high stakes, it's even more so in this case, since it could literally be a matter of life and death for the character (and possibly their loved ones). 

Hidden Identity (primary), Betrayals and Violation of Trust, Dangerous Knowledge

ASSUMING A NEW IDENTITY, FEIGNING LOYALTY TO A GROUP, KNOWING THE POLICE ARE CLOSING IN ON SOMEONE, USING A FALSE IDENTITY

A LOVED ONE DYING, BECOMING WHAT ONE HATES, BEING ATTACKED, BEING JUDGED, BEING SEPARATED FROM LOVED ONES, BEING UNSAFE, BEING WATCHED, DEATH, FAILURE, ISOLATION, LETTING OTHERS DOWN, LOSING THE RESPECT OF OTHERS, PERSECUTION, REJECTION

The constant fear of detecting making them unable to relax or let down their guard 
Feeling like a fraud around loved ones because they can't reveal the truth about their identity
Being reluctant to marry or date seriously (because they couldn't be honest, their life is so transient, or they don't want to endanger loved ones)
Having to limit their friend circle 
Feeling trapped, unable to see a way out 
Feeling expendable and used by whomever has hired them
Being suspicious of everyone 
Losing sight of who they really are
No longer valuing loyalty or honesty

Having a legitimate cover job 
Having a job or hobby that supports extensive travel
Revealing only carefully curated details about their personal life
Steering conversations away from themselves when questions become too intimate