In the case with friends, it takes willpower and a bit of manipulation of the conversation.
You'll be a LOT better off letting them know. But let them know in the best way to make the most of it. Personal suggestions from me, which by no means you have to follow, are as follows.
1. Go to your most understanding or your best friend, take a coversation and push it where you need to.
2. Start off with casual talk and as you do, plan what you will say about being a Furry, and how you believe your friend would react.
2a. If they know what a Furry is and behave in a good manner, you should thank them for understanding or just let it drop.
3b. If not, and you are able to explain to them and they understand or agree to look it up and then understand, thats an excellent outcome as well.
3c. If they hate or disrespect the Furry part of you (or any part of you for that matter), don't think about it too long, kick into willpower and tell yourself: They're not my friend if they don't UNDERSTAND me or RESPECT me. For me, that only came to 2 of my "friends" and one of them eventually warmed back up to me. The other is now berated by my friends and those who also have been told off for being Geeks and Nerds. I pity him.
So, this is how I approached it, how I told two RL friends to approach it, and how I've been posting to approach it. If this doesn't help you, then I'm sorry. But if you think it will, you need to break past the wall of doubt and DO it! It took poetry and music with powerful meanings to bring my willpower up enough, so try that if your shy. Bloom 06 is a very good band for that purpose in my opinion, and all sorts of poems and stories abound.
On a personal note, my best friend David didn't know the meaning of Furry as we use it. But he said: Oh, if thats what a Furry is, then I'm a Furry. So what, there's a group of people out there for this kind of stuff? (I said: I figured thats why you always use Wolf on SSBB...)
Anyway, between me and my fellow Furs posting, we hope we have helped you understand what to do. Don't let it dwell!
Oh yeah, and my Fursona says, as always: May you be shielded from Trolls and may your doings be bane to Flamers; Glory and pride to you.