Has anyone else lied to their therapist?

I have been going to therapy every tuesday for the last 2 years and even though I feel that he has helped me in a lot of areas, I wonder if I would see more results if I told him everything. Is it necessary for us to tell our therapists every little thing? Is it even relevant? Or is it perfectly natural to hold back some things that I consider personal and that I feel do not affect my life negatively? For instance should I tell him that I like to smoke pot? Or that I like to watch porn? Or that I have cheated in just about every relationship I have been in with a man? I don’t think it would make a difference or change anything so do I divulge this info? He’s not a priest and so I don’t feel like I need to confess. Is it natural to pay for therapy and then hide certain parts of yourself?