I don't think I can pin down a single embarrassing moment, but I always hated PE. In primary school I would often actually skip some activities if I didn't quite understand it, in case I got it wrong and embarrassed myself in front of the class. I'm amazed they let me get away with that for most of my primary school years.
For a long time I was one of the quiet kids and I usually tried to avoid situations where real embarrassing moments might happen.