You may be concerned that if people find out who you 'fancy' they may tease you about it. But if 'going out' turns into a relationship it can be very rewarding. You can benefit from the security of having someone to share with, someone to trust and someone special who isn't your close family. There's lots of pleasure to be had from becoming physically close as well. Some people have lots of relationships.
Some people have a few, or one long one.
Some people don't want a close relationship at certain times in their life. Sex is an important part of many people's relationships. Just because you're going out with someone you don't have to have sexual intercourse. We went to the pictures and almost as soon as we had sat down I tried to kiss her. She wasn't keen on that, so I tried to put my hand up her skirt.