Your question in the OP covered such a wide range of possibilities. For CDers newly out of their last purge, the "not knowing" could be just wanting to get a bra. Or forms. Or hip pads or a wig. Or maybe just wanting to wear a nightie to bed. For CDers contemplating going out in public, the "not knowing" could be the desire to put on a dress and go shopping in the next town over. For other CDers, it could be fantasies about having sex with men (even if they are just fantasies that would never take place in real life). In this case, I agree with not dwelling on this too much with a wife. I felt devastated when my SO told me and it took some time before I could put it in perspective. My imagination went into overdrive, even though I know beyond a shadow of a doubt that he would not cheat on me. His moral compass is such that he would tell me first, and risk ending the relationship rather than betray me. But, I digress.
For some CDers, the "not knowing" could be the beginning feelings of wanting real breasts, perhaps HRT. And for others it could be the realization they are TS and they want SRS.
So. What exactly is it that your wife doesn't know or doesn't want to know about you?
That said, this is what I think is very common. It may not fit everyone, but it is a scenario that I see here over and over again: for years, many CDers stay in their closets. Their wives may or may not know, but the CDing for the most part consists of having very private time that the CDer does not wish to share with anyone. He may only be sneaking on one of his wife's dresses a few times per year. Or he may have a few things stashed away that he may put on a little more frequently. He certainly doesn't want the world to know, he still may think it is wrong for a man to put on women's clothes and enjoy it so much, so in the closet he stays. But then things begin to change. He begins to acknowledge some deeper feelings, and he begins to want to improve his presentation. He looks online at makeup tutorials. Joins forums. Looks at fashions with the idea of purshasing them for himself. So he tells his wife about the CDing. With that burden off his chest he feels freer to explore it a bit more. His presentation may be improving as the result of having joined a forum, and maybe now he feels there IS a chance he might take it out of the closet one day, and maybe even attend a TG support group. The desires become so strong that he is near bursting and he may even think that he wants to be a woman, or at least he's not sure why his attitude about the CDing has changed, from the time when he was content putting on his wife's dress twice per year, or dressing once per year at Halloween.
So now begins the conflict, and it is worse if the wife doesn't want to hear anything about it. Am I a transsexual? Should I see a gender therapist? I need to discuss my feelings with someone, they are unbearable. The situation leaves a lot of room for fantasy about unexpressed desire (or need), and A LOT of conflict since he doesn't understand why he feels so strongly about this. If the wife is semi accepting, there might be a push/pull between them for a few years, over each new thing that is required in order to go out and look believable: the forms, the leg shaving, the wig, the makeup, appropriate clothing. During all this time, the ultimate goal of coming out of the closet to meet others for validation becomes like a carrot leading to a goal that is seemingly not in sight. So the fantasies or the needs get worse. More confusion. More conflict. Do I want to become a woman? What's the matter with me? And in the wife's camp, she cannot understand why her husband wants to feminize himself so much or even want to go out. Does he want to become a woman? Will he want to transition? What will become of our marriage? So they don't talk about it.
Does this sound familiar?
Here is the scenario with a CDer whose wife is supportive: he explains he needs to go out to a support meeting and he needs to shave, get all the forms, waist cincher, etc, apply makeup, so that he will not be read the minute he steps out the door. She understands. Over a period of a few months he sets about this transformation (which I dare say brings on a feeling of euphoria since he has repressed himself for so long ... the pink fog). But, the energy goes into enjoying the moment rather than crack his head wondering what is wrong with him and is he a woman. Still, this is a difficult time for the wife as well since she doesn't understand the nature of her husband's elation over all of this, but they get through it. He begins to go to TG support meetings, they meet other couples, they venture out in the next town over for dinner or shopping. Within a year or two, the business of having learned to blend has become old hat. The "fantasy" is now the reality and it all falls into place. It is pleasurable to be out dressed, but it doesn't take on the euphoric feeling it seemed to in the beginning. Things are calmer, and the CDer now knows that he is who he is, a CDer who enjoys expressing himself but who also is a man (or he sees himself as having a blend of gender traits like my SO) and he has learned to have a balance with it all in his life.
The moral of this story is, the most difficult journey is in fact a very natural journey for most CDers, and this is simply coming into his own as a CDing man who needs to express his feminine self outside of his closet and who needs to look the part in order to do so. Even though it may look to the uninitiated as if he is transforming himself into a woman, he is not. He is simply catching up his girl side with his guy side. And when this has been accomplished, everything falls into place.
This has been my experience with my SO.