I didn't come out to anyone until I'd seen my therapist and had the GD diagnosis. When I came out to friends, part of the wording was, "I'm seeing a therapist to help guide me through this, and help me manage my outward transition to match who I am inside." When I came out at work last week, I let everyone know I had been in therapy since March, was diagnosed with Gender Dysphoria, and that my therapist had been very helpful.
I think that really helped to establish that I was serious, I had a professional diagnosis, and that treatment is ongoing.
Also, you might try to educate your friends on the difference between gender and sexual preference. I share this video when people don't get it:
-Jay