The things that we are afraid to do today often become the regrets that we feel tomorrow; sail away from the safety of the shore and have an adventure.
Embarrassment is often a result of fear; the fear of making a mistake. If you treat mistakes as learning experiences, then your sense of embarrassment will be lessened. It isn't easy to train yourself to embrace mistakes, but you can do it; and you'll be very glad that you did.
Don't just keep a To Do list, keep a list of things you have completed; a Done list. It's a great way to boost your own self-esteem and excellent evidence to show your boss when you need to demonstrate how effective you are.