When asked to name who that Hall of Fame player is, Canseco refused to divulge who he believes it is.
Obviously you have to consider the source, but this is a pretty bold statement. The list of Hall of Famers that Canseco would potentially have knowledge of is pretty small. Although he refuses to come out and say it, he could only be talking about a handful of guys.
The first two names that come to mind are Rickey Henderson (perhaps most likely given the timing) and Dennis Eckersley. The only other HOFers he's played with are Boggs, Reggie Jackson, and Nolan Ryan. Now, he might have some other knowledge, but these are really the names that jump out at me. Those are some huge names.