Hey, you're a new member, welcome!
I also love Penny, I've loved Kaley Cuoco since 8 Simple Rules.
Ok, I had something similar back in the day when I started out. You might kinda regret doing so if its people whom you know very well. It just sort of outs you in a way that you can't control. For me it was a bunch of car friends on a forum but it would have been worse if it were my close friends as it can tear things apart. I now live my cd life alone which I'm content with.
Regarding the costume, put some money into it and make it as authentic as possible. Try Forever 21 or a thrift store when shopping for items similar to hers. When you're done, do what you want in it.
Yes, do wear lingerie. It would feel weird with boxers.