Not embarrassing at all. We all start sometime. If possible, I would start with a trimmer. Makes it 100 times easier to just get everything short.
Like the other comments said, just take it slow. Non-electric is fine, just make sure to designate that razor for below the waist grooming.
I also started using Nad’s. It's relatively cheap at $6 and makes removing hair from your marbles much easier since it is more difficult to shave/ trim there.
Hope this helps.