Keeping Secrets from My Military Spouse

I've been married to my military husband for five years now. We moved around a lot because of his job, but we always managed to stick together through thick and thin. Recently though, I started engaging in some activities that I know he wouldn't approve of. It's not something illegal or dangerous; it's just an adult thing between consenting adults. The more I do it, the harder it becomes for me to keep it hidden from him. Sometimes I wonder if this is normal, and whether I should come clean with him. My worry is that he might get upset about it, but my curiosity gets the better of me most nights when we're alone together. What advice would you give me? Should I be worried about how much time I'm spending on these activities away from him?