Leggings are a good choice for someone who wants to stick a (metaphorical) leg out of the closet. I doubt if anyone would notice the difference now if you just wore womens ones instead.
I always buy womens leggings. The colours/designs are amazing and the smaller sizes actually fit me. I now wear mine on-site when we go away in our motorhome (RV). I started off with plain black ones, but now have some vivid designs. I get a few snooty looks but who cares, it has done my confidence a lot of good.