"I never even thought about telling anyone I was gay," he says, speaking to PEOPLE as part of an exclusive portfolio of gay athletes in professional sports. "I never saw someone who was gay who looked like me, acted like me, who was accepted. It wasn't unimaginable that I wouldn't be accepted."
Raised Southern Baptist in a military family, he overheard slurs as a child that labeled others. He says he diverted attention from his own sexual awakening by bullying a gay high school classmate. And he kept his identity in check playing defensive back from 2000-2003 as he cycled through three NFL teams and two seasons of NFL Europe.
But it took a toll. During his playing time in Berlin, "there was a part of me that was getting exhausted with it, and a part of me that thought we had gotten so close as a team, I thought they would actually be okay with it," he says.
"I couldn't say the word 'gay' out loud, but if they just found out, that would be cool. But there was just so much uncertainty, that maybe this guy will be cool but that guy won't."
His outlook changed after his career ended. While living in New York City in 2005 he found a gay recreational sports league. "For the first time there was a place for me," he says. "That saved me."
It also built up his confidence. Davis began to volunteer with marginalized LGBT youth, coming out publicly himself in 2012.
Now he's executive director of the You Can Play Project, a nonprofit that tackles homophobia and discrimination in all sports. After Michael Sam came out in February, Davis carried his own message of inclusion to the annual meeting of the NFL's coaches and general managers, hoping to ease the transition for them and others still to come.
"Everything that I learned, I've been taught by a young kid," he says. "I really, truly envy any person who is out at a young age. I look at them with such admiration, and try to tell them how courageous they are, because they don't see what they're doing as something that's so great."
That extends to the kid he bullied in high school, he says.
"I would love to offer him a sincere apology," says Davis. "I would love to offer him my heart, and my thanks. Because he showed me how you should show up in the world, with vulnerability and fearlessness."
For more on Wade Davis, Michael Sam and the exclusive portfolio of gay professional athletes, pick up this week's issue of PEOPLE, on newsstands now, and return to PEOPLE.com for more stories about coming out in sports