If it's not illegal and doesn't hurt yourself or others then anything is pretty much "allowed"
That said stereotypes and stigmas exist and people you interact with can and will make assumptions of you.
It is up to you to decide if and how you want to share your hobby with the people you interact with. Some might be open minded and have a corollary interest so they may be interested in hearing more about cosplay.
Others not so much - so you have to use your best judgement with what you're comfortable with sharing.