Most Helpful Girl
If you're worried about what your friends would say if they say you with an afro, then you really shouldn't. True friends won't care about what's natural about their friend. Plus, there's nothing wrong with having one.
Anyway, is your hair already natural or is it relaxed? You could braid your hair or wear cap. The trick to wearing a cap is to wear a plastic cap or bag underneath it to make sure no water will leak through.