Come out when you feel ready. If you realize that you are not bisexual after coming out as one, do not worry. Not everyone can definitely know, and things can change. If you're really not sure and do not want to make a mistake, then you can just try to keep it a secret until you are 100% sure. But remember that it is really your choice when it comes to when you want to come out.
If you're getting teased about it, each and every time say: "You can't judge me for it since it is just part of what makes me who I am. My love is genderless, and I can love and adore everyone and anyone I want. And why do you care if I'm bisexual or not?" Or you can say something like, "Why should it matter if I'm bisexual. Some people like both blond and brown hair, so why should it be different with sexuality?" Try not to be rude about it. Stay calm and say what you want to say casually. No point in starting a fight or whatever just because you got a little to defensive.
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Make sure you have confidence and do not care what people say about you.Both straight and gay people may call you "fence sitter", or they may think you are "in a phase" which is a clear example of biphobia. Homo- and biphobia is wrong, and you can either ignore it, or try educate people. Keep in mind that you really can't force someone into accepting it. You can try to slowly guide them into accepting your sexuality, but it is truly their decision.
Work on your true image, and be true to it. Be yourself at all times, and try not to change for people. Try not to follow bisexual stereotypes (whatever they may be); if people don't believe you are bisexual, then just let it be! After all, sexuality and personality are completely different things! If someone doesn't believe you, it is probably either because they do not want to believe it or they are stubborn. They may come around in the future though.
If you want to "experiment" but are in a relationship, be honest with yourself and your partner. Experimenting on the side is being dishonest to the person you are with and will only hurt you both. If your partner is OK with it then mutually decide how you will explore this side of yourself - with or without your partner. When you are experimenting, at least try not to do so while you are in a relationship with someone else. That could potentially ruin your current relationship and cause it to end, even when you realize that you are not attracted to the other person and/or gender you were experimenting with earlier. One relationship at a time. Take the steady route.
Know that your sexuality or gender preference (Kinsey scale number) may change over time. At times you may feel more attracted to one gender or the other. This is normal. That should not affect your entire point of view on your sexuality. It's just a matter of opinion. Just because you are attracted to a certain gender slightly more than another does not mean you are not bisexual. You could have a stronger interest in males than females, but that does not mean that you are not attracted to females as well.