If you have a sexuality that shifts, that is called abrosexual. There is nothing wrong with being abrosexual. There is also nothing wrong with being a furry or a therian.
Furry is a hobby and isn't something you need to come out as. You also don't need to come out as liking bdsm/kinks (your parents would probably prefer not knowing that about you… just like you would prefer not to know the kind of sex your parents have.)
As far as kinks go, it can take a while to accept what you are into. For me, seeing characters like Mr slave on South Park and Quagmire on Family Guy made me feel less alone. Mr slave is this kinky bdsm gay man, but he also has positive relationships on the show and is seen as very wise. Quagmire is kinda kink the person, but he also has a stable job as a pilot, friends that care about him, a family that he's on good terms with, hobbies and things he likes (reading, retro cars, cats, etc), and most people on the show just treat him like a person instead of a disgusting freak. He's a well-rounded person despite being kinky. That made me feel a lot better about myself.
Just don't go after animals, don’t go after underage people if you are 18+, don’t flash people (including digital flashing like sending a D pic), don’t spy on people, and don’t drug people. If you can follow those rules, it's all good. As long as you have the consent of a willing partner and it's done safely, it's ok to explore those types of things.