From the Wiki:
Secret Notes are collectible notes that can be unlocked by walking to the Bus Stop from The Farm during Winter between 6am and 4pm. The player will see a cutscene in which a "Shadow Guy" (who could be Krobus) startles and runs away. After seeing the cutscene, the quest "A Winter Mystery" is added to the player's journal.
The Shadow Guy's footsteps lead to a bush next to the playground, left of the Community Center. If the player interacts with the bush, the Shadow Guy will pop out of it, apologize for stealing, give the player a Magnifying Glass, then run away. The Magnifying Glass gives the player the ability to find Secret Notes while digging, chopping trees, mining, fishing, or killing monsters.