How you introduce yourself crosses a number of different thoughts. There is one right way. It probably has more to do with what you are comfortable with and who you are talking to. Perhaps for someone with whom you want to have a continuing relationship with (friend, colleague, etc.) you may want to invest the effort to explain how things sit for you, how you would like to be addressed, etc.
AS far as coming out goes, it is something that you will needed to do sooner or later. However, one thing that you want to avoid being outed by someone. Coming out is about telling your truth and explaining how things sit for you. No one else can tell your story. If someone does that then it becomes a function of what they think and whatever their prejudices are. Being outed puts you on the back foot and it is hard to recover from that…