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It is an individual’s decision to come out of the closet. There is nothing wrong or right about that. We cannot put a tag to it. Something that one should think is that before they come out or thinking about coming out is that, you can cheat yourself by saying that though you are Gay, you can act straight. One need not fear about coming out. Is as same as a boy telling that he has a crush on a girl, your line would be that you have a crush on a boy. Do not come out if it is just because of peer pressure. Do it when you fell it is right for you.
You can keep personal life personal, it is not at all a mistake. When reacting to your friends conversation you do not need a blanket to cover your opinion. Gay or Not Gay, your opinion matters for self. SO the answer is No, No, No, you are not doing wrong.