My advice would simply be - take this matter extremely seriously. Literally half your deen - not exactly something to throw away. Make damn sure he's a good Muslim who will help you will help you whenever your imman is feeling weak or wherever it may waver slightly. And as for being shy or embarrassed, remember - he will potentially be your husband. He will see and know EVERYTHING in due course, if you take my meaning, so this isn't really too big a deal considering. Also, make sure he knows about his future - plans, can he support a family, is his plan any good, goals, aims etc. You don't want to marry and move in with him, only to find out he has no plans and has no ability to support a family.
Lastly, make sure you have similar interests. If you have plenty of things to connect on, like shared love of history/classical music/ tv etc or you will find it hard to be happy. If you have similar likes/dislikes - you're golden.