If someone asked me if I play D&D, I'd say yes.
If somone asked me about my hobbies, I'd say I was a gamer (though that can mean different things, I am a true gamer, in that I play all kinds of games). I wouldn't expand on it too much if I thought it would take a lot of explaining.
If I knew or had a pretty good idea someone else played D&D, I'd tell them I do too.
Otherwise, I really see no reason to shout it from the rooftops. I'm a hockey fan, too, but I don't talk about it unless I know the listener will be interested.