What is the importance of getting out of the closet?

This one is only for g(a)uys. Or not, if you feel like you can help me and want to answer the question, feel free to do as you wish. The thing is, a pass through a messy year lately, but one of the things that drove me crazy were my sexuality. Since past year when I felt in love with my college friends from now, I've passed through a whole odyssey of love and hate myself. I've realized things about my past, my present and my future, but especially about myself. And honestly, since then I started to getting used with my complexity and my sexuality. And now that I accept myself, I think I'm kinda ready to be accepted (or not) from the others. But honestly, i don't know if want to do it at all, cause I want to show to people that this part of myself is natural from me, and th wasn't one thing that I've suddenly realized or choose to be. So I think what I trying to say is, I don't want to make a big deal that will change the way people see me, but I know it will. But I just so tired of looking naive and asexual from the others perspective and I really want to beginning exploring my sexuality naturally and without fear. So I'm here to ask for you guys, what you think about the topic? Why it is important to gay people getting out of the closet, and should we do/don't??