Hm, if you consider this a secret – on some lvls there will be a red bulb either on the ceiling or on the floor. Hit it with your melee then a trapdoor will open up.
Search for a floating rotating keycard around the room.
After this look for a door with AWESOME weapons behind it.
Go up next to it to open it up with your keycard then choose your weapons as you like :D
DO NOT GO TO EXIT. I made this mistake earlier my first time playing and missed the weapons.