The first time I told someone was during the introduction days of my university. I was in a conversation with two girls; they were talking about the Victoria Secret fashion show and said to me every guy loves it because the can check out the girls. Then they gave me a semi-cheeky semi-accusing look. So after one second (that to me seemed to last a complete minute full of doubting and gathering of courage) I laughed and told them I was gay. It was a huge step for me, but they never knew that was actually my first time ever telling someone I was gay; even though one of the girls became a good friend of mine.
Then after a few months I told my parents. They were luckily very supportive (they probably weren't that surprised anyway). Now I just tell every time it comes up in a conversation. Although like also someone mentioned before, I don't think everyone has the need to know. Being gay is just a part of who I am, it does not completely define who I am as a person. I will never deny it anymore, but it is still not something that many of people know, simply because it doesn’t come up that often in a conversation.