If you are attracted to people of the same sex there is nothing to feel embarrassed about. Likewise, if you don’t feel comfortable with the gender (being male or female) that you were born with, you aren’t the first. You don’t choose your sexuality so there is no reason to feel that what you are doing or how you feel is wrong.
Being gay, bisexual or transgendered can be difficult if you don’t feel that the people around you will accept you as you are. Don’t feel pressured to tell people about your sexuality. It is usually best if you tell someone that you trust who you know is pretty open-minded first.