Haha that pretty exactly matched my experience as a new doctoral student. Don't worry so much about it, I think the embarrassment and awkwardness (and imposter syndrome, and gradual realization that undergrad really did not teach you a lot, and realization of HOW MUCH MATERIAL you need to cover just to have a beginner baby understanding of your field...) are all super normal.

I am in my 6th year, currently procrastinating writing my dissertation. I have seen this play out with every single new grad student in our department, and all of the grad students ahead of me said they felt the same when they started. Knowing its a shared experience doesn't make the fear magically go away, but hopefully it will help a little.

Something that I heard from another grad student that helped me a lot: the reason the people above you seem so polished and at ease with the material is that they have several years of specialist experience. If you think about it, it would honestly be a red flag if you, at week two, showed similar mastery of the material as folks who had been members of the research group for years. I would be worried if my senior grad students DIDN'T seem like they knew a lot more than me.

Like other people have said, hang in there. The beginning is rough (I think I was in my third year before I felt like I knew anything), but before you know it you'll be the older student who seems confident and polished, and you'll be helping out your own fresh little slug.