What does it mean when a girl says you're hard to figure out?

Anonymous
I have a good friend who is a girl, and we tell each other everything. Today she said that even though we're hella cool, she still doesn't know what I'm completely about.

She said she can get a good idea of who people are within a short while of knowing people, but I'm different. I'm not like most people. She said that it was a good and bad thing...

Exactly what does this mean? How would it be good and how would it be bad?
What does it mean when a girl says you're hard to figure out?
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