Being a Morrissey fan: It's not something I tell to first-time acquaintances. or co-workers. or family. or clergymen. It's not that I'm ashamed of it, I just don't want it to define me. I'm not interested in talking about it because, personally, I don't think it really matters.
Also, the last time I tried to talk about it openly with my mother was incredibly awkward... She just couldn't wrap her head around how a guy could possibly be into Morrissey, and the conversation ended on kind of a sour note. Ever since then, she always tries to drop these not-so-subtle hints that she's come to terms with the fact that I listen to Morrissey, and it's always really embarrassing.