Shyness might come when you are doing something unusual and people are noticing you. Else if its legal in your country and you are of a legal age then you can go and play and without being getting any embarrassed should play it. For a newbie it can occur to an extent since very new to the feeling and seeing people gambling their with huge money might feel awkward who has come with a little spare money to play with.
Probably not something unusual but doing something that is what a newbie would do is making you shy in some ways if you have a lot of money you don't need to feel shy in my opinion because that's yours and you could do whatever you want with it as long as you know what you are doing.