What is wrong with my filter?

I’ve always been a very open person, and I’m not very good at filtering how much information I put out into the world about myself. I have very few secrets, and I tell pretty much anyone whatever they want to know about me. Of course, never holding anything back has gotten me burned more times than I can count. Most people seem to be much better at not sharing everything like I do. When I actively try to make it a point to not be such an open book, I feel like I’m going to blow up.
What the hell is wrong with me, and how do I fix it?