We're going to our local pride today. When we first went, I thought I was a cis/het ally. I'm not sure if going to pride helped me realise that I'm non-binary, but it certainly didn't hurt.
I occasionally see people say that straight people shouldn't be at pride. Please don't. Even if they think they're straight, they might not be, and if they can't be around queer people, they might never realise their truth.