Once you become a pirate, you will be removed forcibly from the Expedition Force that you joined, but it's not a big deal, as mentioned, a pirate can create a Expedition Force.
However, pirates can't occupy lands. And as a public enemy, no matter where you are, there are people trying to chase and kill you. You even can't level up easily, so don't be a pirate until you are strong enough.
If you just want to experience pirates' life for a time, it's possible for you to become a common citizen, as long as you complete special quests and make crime karma to zero. Players can accept the quests from Instructor NPC at western and eastern jails.
Since pirates have no land, and will be chased and killed everywhere, there still is a safe haven for them, that's Pirate Island, the NPCs in this island are friendly to pirates, there are quests for pirates too, please visit here for the details of the island.