Gillian Anderson is opening up about her “illicit” relationship with another girl. “The X-Files” alum — who moved to Grand Rapids, Michigan, from London when she was 11 — revealed that one of her first relationships was with “an older girl in high school.” “It felt secretive and illicit and wrong and we had to hide,” she told the Sunday Times in an article published Sunday. “Later on, I had a boyfriend who found out and broke up with me.” But Anderson, now 58, said she didn’t think she was gay because she’d “had a couple of boyfriends.” “But I definitely felt I didn’t have the language for it,” she reflected. “Even later on when I had…