I felt the weirdness as a JW. I never admitted it to anyone else. Especially after getting beaten up in Gr. 1, from then on I was psychologically ashamed of being a JW (which was exacerbated by the fact I couldn't defend myself without displeasing Jehovah).
I felt the same way and it was magnified when I was a teen because I was so different (couldn't do sports, dances, parties). I was never beat up but I just hated feeling so left out both at school and in our congregation since we were "spiritual orphans" (my dad wasn't a witness)...
I still bring up that I was a JW if it is appropriate to the conversation though because it explains a lot about my feelings on politics & religion. And the longer I am away from it the less I am embarrassed about it...in fact, seems like something out of a sitcom now.