For me, it's knowing I can never tell my parents about how I feel. Even though they know I have a lot of special needs, it's not exactly something I can mention and say is due to them. I can't even tell my doctor or my therapist how I feel. It's not because I haven't really accepted the idea of wearing diapers, but I think it's what others will think if I mentioned it to them. The only one I've told are like... two of my best friends. One is a teen little and the other I've known for several years, but I haven't mentioned to her in a long time. She's probably forgotten about it and assumed I've moved onto something else.
It's also hard seeing all those little kids running around so carefree. It makes me realize that I'm not one of them anymore. I feel as though despite my mental age, I'm still physically a twenty-five year old woman who happens to be a child deep inside. I can't really explain it very well though.
You can tell a doctor or therapist. They have very strong confidentiality rules and it is their job to make sure your overall health (both physical and mental) is good. Plus, they've seen worse.
But my parents usually go with me for personal reasons. Besides that, I wouldn't know how to tell them (the doctor and therapist), even if I could.