Cool. I haven't told anyone in RL that I'm a furry yet... I don't know if my friends even know what a furry is... Any advice? Thanks.

PS: Wolf's Rain is the best.

First off, welcome to KitsuNet and Furry-dom.
As for telling your RL acquaintances about being a Fur, it ain't no big thing. After all, they are probably well aware of your Furry tendencies, even if they don't yet have a name for it. I was Furry
way before I ever knew that there was a fandom. Hell, my own personal Furriness even predates the very
existance of the fandom, that's how much of a graymuzzle I am. All my friends and family knew all about it, so that announcing that I found a fandom that shared the same interests wasn't any sort of relevation.
If you feel the need to tell them, then go ahead. If they aren't so close personally, well, what they don't know won't hurt them.