The value of secrecy in matters of commerce and state has probably been recognized from the get-go. Beyond that, nobody thought sailors had much in the way of rights; in 1571, almost a century later, there were tens of thousands of galley-slaves on both sides in the battle of Lepanto.
https://en.wikipedia.org/wiki/Galley_slave#Europe
Unfortunately, I don't know anything about what Columbus's crews were told. It does seem they were free men (four of whom signed up in return for an amnesty) and were paid:
http://www.christopher-columbus.eu/ships-crew.htm