Do you need to have a big moment where you say it? If you become involved with someone who isn't the gender people expect, you may need to announce that, but otherwise, there doesn't have to be a formal moment where you declare it to the world. You could casually drop it in conversation where relevant, e.g. if you're with a group of friends and the conversation turns to crushes, listing various men and women. However, you're not obliged to tell people if you don't want to.
(My background in this: I've had crushes on both, but never become involved with either. At various times, I've thought I was straight, lesbian, bi ... Now I wonder if I'm an ace because nothing's ever come of any of these crushes, but saying I was one would be like denying the feelings ever happened, so that doesn't feel right either. Right now, I have no label, but that's better than giving myself the wrong one.)