I'm also not too content with labeling oneself one thing or the other! It doesn't really mean anything to be proud of being something you have no control over! You should be proud in your personal achievements not in being gay, or black, or whatever similar stuff people parade about. It just seems silly to me.
I say that it's alright to be and do as you like, as long as you are not harming a third party (without their consent, I put this in bracket because some people are into that fetish, I don't judge
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If you commit crimes you deserve to be labelled a 'criminal'.