I'm not sure where you're getting the idea that 'coming out' will make your life easier. 14 year olds are not noted for their compassion, sensitivity, and acceptance. And you know this based on your experience with them just thinking you're gay!
I think that the first step is coming to terms with this yourself. it's great that there's a GBLT club at school, where you can be with others like you, and get some support and friendship. Maybe they can help with the other issues of who to tell and how best to do it. And that thorny issue of telling your folks.
I've said elsewhere that sharing anything really personal is a very sensitive thing, because you've got to be really sure it will not only be well received, but also that it will be better for them, and you. And in your case, none of that seems clear. I think you're taking a real risk, and without proper support and planning, could backfire in a bad way.
You know, you are who you are, and we're all much more than what turns us on or who we feel close to. It takes time and care to get comfortable with that, and have others accept it, too. Give it time, get some support, see what unfolds. Don't do anything abruptly out of desperation.