Here are a couple of tag searches of various threads that cover this topic: threads tagged "coming out poly"
and threads tagged "coming out"
Different people use different approaches, so reading through a few of these threads may be helpful. You may also use different tactic/approach with different people (only in person for one person, a letter for someone else, etc).
I personally haven't come out to any of my family - except my sisister, but she figured it out on her own more than I came out. Almost all of my friends know. Nowadays, it just gets mentioned pretty early on that I'm married and dating people, so it's obvious and people can ask questions as they need to. It also helps that about 75% of the people I'm meeting these days are friends of (poly) friends or from a poly meetup. lol
I've never had a bad experience. Most people haven't been surprised, because I just don't really try to hide it.