Bluebeard's Castle

Named after the folk story in which a wealthy and very secretive man brings his newly eloped wife into his castle -- she keeps opening doors to areas he begs her not to explore as she finds out all his dark and wondrous secrets, which keeps her curious about him until finally she is in too deep and can no longer escape him.

Bluebeard's Castle is when an otherwise pleasant and enticing guy just gives you weird vibes like he's not completely open about himself, and you ignore the obvious warning signs because you're just so curious about his past that you don't see how you're dragging yourself into his "soon-to-be" past, for better or (most likely) worse.

Think "Beauty and the Beast", but if the roles of the Prince and the Beast were reversed in the story arc.

(as they pull up to his place in a car)
Her: He doesn't want me asking where he got all his money. I don't get it, he never talks about his family or friends. He's being so cagey.
Friend: Well what does he tell you?
Her: He tells me I'm all he cares about, that he wishes I could just love him as he is and not ask questions. He wants me to stay the weekend at his place.
Her: (laughs) What is this, Bluebeard's Castle?
Her: Snap out of it, girl, he's playing you. I don't mean to hurt your feelings but he's nothing to you.