I think one of the hardest things about being a role-player (of any sorts) is telling other people that this is something you do. The notion that role-players aren't "normal" is so widespread and so entrenched in society, it's difficult to convince people otherwise. Or maybe that's just my personal experience and this isn't the norm.
I mean, when my best friend accidentally let slip to some of our peers that I role-played, there was shock, surprise, and then a few minutes of relentless teasing. People were asking me: Do you... dress up as a cat and stuff? Etc. There's a definite "base" connotation to the whole activity that I don't personally identify with, but when you say things like, "I role-play," other people will automatically connect to those preconceptions.
My friend did clear that up really quickly (showed them various samples of what I do), but it was still a mortifying experience. Most of my friends don't discuss RP as an active hobby. It's more of a on the down-low.