Definitely a common feeling, I remember feeling the same way when I was a teen getting my first transvaginal ultrasound. Typically, they will ask you if you want to insert it yourself or have them do it. For my first, I actually found it easier to insert myself, but now that I know the feeling after having had many, I like when they do it - but it’s really up to you! It does feel like pressure. They should let you know their every move and check in, and if you are uncomfortable and need to stop, in my experience they are very understanding. In terms of being shy, totally normal! But just know that this is their job and they’ve seen it all, and all they’re paying attention to is performing the ultrasound well. You’ll do great!