It all depends what you mean by "coming out".

If you mean coming out as having been sexually active - either with the opposite sex or the same sex - then you know that it's the understanding of Jehovah's Witnesses that the Bible does not allow for sex outside of marriage, and you are coming out as having "broken the rules". The consequences are much the same whether it's with the same or the opposite sex.

On the other hand, if you mean "coming out" in the sense of disclosing that you are gay by inclination but have remained celibate, that is an entirely different matter. Why should you lose friends because of your private feelings?

Possibly the website www.witnesses.plus.com may be helpful to you. There are many Witnesses worldwide who are gay by inclination but who remain chaste.