Yes, unfortunately this is a common problem, although it shouldn't be. After all, if we truly love those in our family we should want what's best for them -- and what could be better than for them to learn that God loves them and Christ died for them? Paul's young friend Timothy apparently came to faith because of the witness of his grandmother and mother (see 2 Timothy 1:5).
Why are we embarrassed to talk about our faith to those who are closest to us? One reason may be because we're afraid they'll reject it -- and therefore they'll reject us. It's easier (we reason) just to keep quiet, and hope they'll see that our lives are different because of Jesus. But why should we worry about their reaction? If we've prayed for them and trusted God to guide us, we can leave the results in His hands.
But sometimes we're afraid to talk to those who are closest to us because we know we aren't very good examples of what it means to be a Christian. We get irritable or impatient or moody or angry, although we know we shouldn't be that way -- not if we're following Jesus. We have forgotten Jesus' words: "If you love me, keep my commands" (John 14:15).
Pray for your family, that they may realize their need of Christ. Pray for yourself also, that God will help you be a witness to them of His love and grace -- both by the way you live and the words you speak.