When I joined (as an adult) I was very happy to tell people I was a JW. A few years later I moved cities and this time made sure no one knew. I stressed about finding out where my workmates lived because I dreaded the thought of calling on their homes. I spent five years in that city and finally in the last year told the others in my office that I was a JW. They were curious, but wary.
I moved again for work, and this time told no one: my wife and I would try our best to avoid telling neighbours or (after we had kids) other parents; I certainly kept it a secret at work -- and again obsessed over inadvertently calling at the home of my workmates. I would try to worm out of them (or look up in office diaries) their addresses to make sure I'd never bump into them while I was out witnessing.
I was always embarrassed about being a JW and dreaded being spotted out witnessing or on my way to or from district conventions. I knew people would regard me as a fruitloop and I desperately wanted to be regarded as normal. It was always my guilty secret and added to the mental turmoil and stress of everyday life. In a way having "the truth" was a burden I felt I was unable to relieve: I "knew the truth" about God, and Armageddon, and the paradise, but it left me with an obligation I didn't really want. I was so relieved when I quit.