Let's go over some of my highlights:
When I was getting to know my mountain bike, I took the front tire off then and couldn't figure out how to get it back on. A friendly guy exiting the church across the street came over and helped me out. (Presumably because I was standing there with a befuddled look on my face.)
When I started to surf, I had to use the 9 ft foam board and get pushed into 4 inches of whitewater by my instructor. I wiped out a lot. When she finally took me out to the break, my board tomb-stoned almost every time I tried to catch a wave.
When I tried to go skiing with a friend for the first time (after a few days of lessons), I lost my balance in line, knocked over the 3 dudes in front of me, and eventually got the entire lift shut down because we were all about to get decapitated by an oncoming chair.
More recently, I participated in a SUP Meetup. It was my first time not in a lesson. Basically, I spun in circles and eventually got so far behind the group that I had to be hooked onto a kayaker and towed for awhile. I wasn't tired....I was just that slow.
So, since I've not established that there's no way to skip the embarrassment stage, here are a few ways to make it less painful:
1. Accept that it will happen and practice your smile now.
2. Get a coach in order to shorten the learning period.
3. Take an introductory class....and then an intermediate class...and then as many classes as you need to until you feel confident.
4. If you can't get a coach or take a class, find someone who is obsessed with the sport and willing to help you (the beginner) out. Every sport has these people, you just have to find them. They are usually the ones who start Meetup groups or invite you to that group ride even if you don't own a bike.
Hang in there!