Yes, go with selesfan1's advice. Better tell them very soon, though. It'll only get harder to speak up if you wait.
Don't feel guilty about it, it's only natural you feel the need to be on your own. Good luck.
Cub fans, by consensus, are the best in baseball. Year after year, in good times and (mostly) bad, they turn out in vociferous numbers, sustaining themselves with a heavenly ichor that combines loyalty, criticism, cheerfulness, durability, rage, beer and hope, in exquisite proportions.
--Roger Angell in Season Ticket