Answer:
Primarily, it is done to build suspense. The author hold back information to keep the reader interested and looks forward to the rest of the unravel. Moreover, conflict is the heart of piquing a readers interest and if all was given away in the start, there would not have been much left.
However, this can not be the only case. Otherwise, the plot may resonate a pretentious aura. The author tries to look through the eyes of the characters and lets them gain information as if it were reality, being able to relate with the actual reader. Giving you, the reader, and the characters something in common; confusion.