I don't see what the big deal is. I've never done it, but my friends have every once in a while, and they have fun doing it, and kids seem to love it, too. Just don't make a big deal out of it and you'll be fine.
Normally were my tail when I wear pants. I'm not a pants (love shorts to death) person so tossing on the tail throws off the whole 'normal' look I guess. Makes me feel more me. To everyone else it bight be awkward, but to me there's a freedom to it.
This doesn't mean it do it all the time. My tail has become a special occasion item.
i read on the newspaper about a guy who was interviewed cuz all day at school he wears a fox tail but what ruin the momment it was that he talk about his character who had supernatural power and balanced the light and dark and control the 4 elements and all that shit, if you gonna wear a tail just tell everyone you lose a bet with your friends if you are nervous to tell them about the furry