Women writers have used initials and male pen names for centuries to cover up their gender, knowing that for some readers (namely male), simply seeing a female's name on the cover of a book would dissuade them.
I usually don't have to come out. When I walk into a room, people know I'm a dyke -- unless they mistake me for a dude. Whatev. But recently I had to decide whether to come out. Again. This happened when a reader of my anonymous blog was kind enough to send a post of mine to HuffPost.