I feel embarrassed.

Most people don’t care about what you are doing. They are interested in what they are doing themselves.

You only feel embarrassment if some sees what you do or did or will do. It involves another person. It is how the other person feels about you.
How do you think the other person feels about you?
You cannot control another persons thoughts and feelings.

Example: New Place
I feel I should have known which way to drive into the new place I am driving into.

PRESENT
I am embarrassed of parts of my body.

Is there anything I can do to try to fix what I am embarrassed about?
I could exercise more those parts of my body. Are you doing it? If no, why not?

FUTURE
Is there any way you can learn about about this?
Search online? web site? Goole Maps satellite view?

Is there a way you can preplan what you may say or ask?
“Hi. Good morning! I’d like to learn about…”

How can I know what to do when I have never done it or been there before?
I can’t.

I can possibly ‘reduce the friction’. Try to make it easier by:
I could ask a friend.
I could search for a web site of the new place I am going to.
I could search for a YouTube video made of the new place I am going to.

Where you embarrassed about doing something wrong that you had never done before?
Yes. I was embarrassed about doing something wrong that I had never done before.

After you ‘fix’ embarrassment, you’ll be well on your way of being proud of yourself.