I haven't told any of my family my interests in BDSM, much because of how you said you view this "coming out". It much like revealing yourself to be anything other than heterosexual and my family has always had "issues" with my rather skewed view of normal. They are pretty much set in their views, and I know (from past experience) that anything that puts me out of their view of normal alters how they view me. They are still accepting, but it's much more a grudging acceptance than anything else.

On another note, my best friend/pseudo-sister, does know about my interest in BDSM and about my current activity with the lifestyle. We've always been incredibly close, and not a week after I admitted to myself that being a submissive was the only way I could see myself interacting in a relationship, she knew as well. She could tell I was struggling with accepting a big change in my life and wouldn't leave me alone until I told her. She has been nothing but accepting of me and my choices.

I think broaching this subject with anyone (friend, family, etc.) is more on a person-by-person basis. You know your family and friends better than anyone else, so I really think you should trust your own judgement in divulging your interests to them. Ideally we could all keep what goes on behind bedroom doors to ourselves, but BDSM is much more than simple bedroom antics, so I do understand your desire to tell someone, simply for safety purposes.

Hope that helped!