I'm glad I'm not the only one who feels weird telling people I've applied to Harvard. I usually lurk in the forum, but I can really relate to this sentiment.
None of the schools I've looked at have anyone in their most recent class from a WV undergrad (NYU, Harvard, UVa, and I think I looked at Berkeley's 2015 class info). Needless to say, I feel really awkward when I tell people about my acceptances/applications because people from my school at least are thrilled to get into WVU Law, and to say I'm trying to get into a school like Harvard (or any other highly ranked school) sounds kind of pompous. If I'm asked where I'm applying or what school I most hope accepts me, I follow it up with some awkward joke about being rejected. It's just not that common for people from my undergrad to go somewhere else...or to go to college period (WV has the lowest percentage of college educated people in the nation). Everyone, especially my professors, has been really supportitive, though.