Yes and no. For example, I had some friends who loved tabletop RP and LARPing; they tried to get me to stop RPing online because it was too solitary. I see their point, but they really just wanted me to drive 4 hours once a week to keep up a campaign. ;)

My brother knows but can't fathom why anyone would play a game without graphics. He thinks I'm medieval.

My mom thinks I'm collaboratively writing a novel with some other folks and is continually anticipating a publication. I allow her to continue believing this because it's funny.

Otherwise, I don't bring it up to anyone if they're not worth the explanation. Coworkers, acquaintances, anyone I'm not actively hanging out with generally won't be told unless I can be confident they'll know what I'm talking about. The worst reaction I've had is "you're wasting your writing," which is pretty mild, so I see no reason to be ashamed.

I think there might be more RPers if we all were more open about it IRL. Writers and artists, especially, might jump at the chance to breathe life into their original characters.