No matter what the closet is that you are living in, in your life, there will always be some ridiculous level of guilt and shame associated with coming out of that closet. Guilt and shame of causing others pain. Guilt and shame of letting yourself or others down. Guilt and shame because you aren't playing by life's rules. BLAH, BLAH, BLAH!
You will know you have come through the closet doors when you dump your guilt and shame and are living your life uncloseted. Here's 5 Steps For Dumping Guilt and Shame.