I don't actively share it with everyone I know for the same reason a few other people mentioned: everyone jumps to the conclusion that roleplaying is something sexual. I usually just tell people I write in my spare time. If they ask what I'm writing, then I explain the roleplay part :)

It usually goes pretty well that way.

P.S: I must ask: Is the title of this thread a LOTR reference? XD I don't know if it's just because I'm a nerd, but when I read it, I imagined Gandalf's line, "Keep it secret. Keep it safe."