Is it odd to feel guilt or shame over your sexuality?

I am a young white geek boy, who grew up in the suburbs. Over the past couple years I have been trying to figure out what my sexual orientation is, and I believe I am a bisexual. I am wondering if it is common for people to feel guilt or shame over their sexuality at first.
This may help to explain my feelings of guilt, I grew up in a middle-class suburbanite Christian home, in the Midwest. Growing up I used to get bullied, BECAUSE people thought I was gay (I've woken up with blood on the back of my head).