I also struggled with this when I was a freshman in college. For personal reasons, I decided to I wanted to transfer to my state school rather than the private university I was attending. While I can't direct you regarding exactly what path to take with your coach, just keep in mind that word travels fast and your teammates and friends now will likely not be in the future.
That being said, you can always ask for a release to talk to another school without actually going there. I had a release, decided I didn't want to transfer, and then changed my mind right before the semester began. Was it fair to my coach? Probably not. To my teammates? Definitely not. But you'll realize they'll get over it. Unless you're breaking world records, you're always replaceable on any team you come from or go to. Look out for yourself, and don't worry what the rest think. If you really cared about their opinion that much, you wouldn't be thinking about leaving, would you?