There is no problem with keeping the fact that you watch anime a secret. It leads to less social exclusion in high school and times when people are really judgmental. However,

and this is kinda embarrassing, I was never good at talking to people, so at first I told people about me watching anime to try and open up. Some people shunned me but I realized that any one who shunned me wasn't really my friend (corny but true). I now have a group of friends that I can always trust and respect my decision to watch and like anime

I let every one know I like anime and I have no qualms about yelling about in the halls for every one to hear because I know I have good friends.