We're all different, but you might be surprised how many people are like you are. In fact, most of us are shy part of the time, especially when we have to face unfamiliar situations. None of us likes to be embarrassed.
No, perhaps you can't help it if you are shy but you can keep your shyness from cutting you off from things that are good. The key is to decide that you aren't always going to take the easy way out and avoid people all the time. Instead, ask God to help you take steps to overcome your shyness and be friendly to others. It won't happen all at once, but little by little you can move beyond your shyness.
The best place to begin may well be in church. Churches differ from each other; ask God to guide you to one where you will feel comfortable. More than that, ask God to guide you to a church where you will grow spiritually, through learning about Christ and the Bible and having opportunities to serve others.
Most of all, ask Christ to come into your life. He loves you, and He welcomes you just as you are. You are valuable to Him! The Bible's promise is for you: "To all who received him, to those who believed in his name, he gave the right to become children of God" (John 1:12).