It comes from medieval times. One would buy a pig in a bag, open the bag, and find a cat. Hence, the two aphorisms: "don't buy a pig in a poke" -- don't buy something without investigating it -- and "letting the cat out of the bag" -- revealing a secret.
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Thank you for the information. I heard about the pig thing, too. I explained that in Korean in my posting. But I didn't know about pig in a poke. Thanks again! :)