First good thing I heard about the Coast Guard Academy was from two USNA midshipmen visiting my high school. First good think I heard about the Coast Guard was from an Army officer at Tennessee Boys State.
Agree with the "closeness" comment. The entire Coast Guard Academy is smaller than a single class at the big three service academies. So the 200 people in your class will remain close. I had a classmate in a tragic plan crash recently while on leave. Our entire class rallied. The Coast Guard Academy Alumni Association, Coast Guard Foundation, and Coast Guard Mutual Assistance helped so much, and so quickly. We beat our goal twice.
https://www.cgaalumni.org/s/1043/gi...lE_5vS2Xo3YdkwHJbbGzPXDFkHwHI77-JEDihsrm0rDII
The other thing to consider is the Coast Guard as whole is much smaller, smaller than the Navy's officer corps, smaller than the soldiers stationed at Ft. Hood. So you'll also know many people in the Coast Guard, and you'll see them over and over again. Relative to the total officer numbers, West Point, Annapolis, and AFA contribute a small number of officers (remember the Coast Guard doesn't have ROTC, so there are few commissioning sources). The Coast Guard Academy on the other hand supplies 45% of the officer corp to the Coast Guard, and OCS is colocated with the academy (there's a split on if that was a great move, but I think it's been the case since the late 1990s).
In general, Coast Guard officers get over "measuring". They're typically be the lowest rank in any joint event, they know they're a small service, and I think they're pretty secure in their identity. You'll get over ignorant statements and embarrassing situations... it's just part of the experience.