Shy doesn't work for me. In the end, being shy is something society built upon us. Just like nudity being wrong out in the street.
If people only invented clothing to get warm, and not use it to cover themselves, we nowadays would see a naked person on the street, and it wouldn't bother us.
I believe being shy is same thing, why being shy? It sucks to live with, makes it hard to relate with people and you don't dare to do everything, in the end, it just denies you a part of what life is.
But i guess that's just me.