I was at times, but not for the reasons I've read here. Take into account that I personally led a rather sheltered and naive life, as did many more of my generation than in more recent decades, especially regarding sexuality. With that in mind:
Prior to puberty I was frequently nude with other boys, so changing in a locker room was nothing. We skinny-dipped at summer camp and in a local river, we swam nude at the Y, many of us even swam nude in our backyard pools together until around 7 or 8.
But when I went into puberty nearly a year before my friends did I finally became embarrassed. It was being different, and boys hate that. And my naive side didn't know yet I was supposed to be proud of having this big hunk of meat between my legs, and a huge bush of jet black hair that suddenly seemed to appear overnight. Being the first in my group to experience that was awkward for me. So instead of showing off to the other boys I wanted to hide it, and then's when I first became shy in a sense.
By high school (our system then was 4-year beginning as freshman, no junior high) all the other boys had caught up with me, more or less (most of them less). But now I had a new problem: I was becoming sexually aroused when naked around them. I didn't understand why, I had no knowledge about gays and gay sexual attraction.
I'd heard the slurs "queer" and "homo" but vaguely thought that had something to do with being a sissy and acting girlish, and masturbating too much. I honestly didn't know there was a gay sexual component to those terms.
But I did know I'd get labeled a queer if I got a stiffie in the gang showers, and I had a constant battle to resist getting them. In my own confused mind I explained it to myself as a reaction to the fear that I would get a boner, causing me to get one simply from the tension and the thinking about it, a kind of vicious circle.
But truth is, though I tried to suppress the thoughts at the time, I simply liked looking at the other naked guys, and it excited me. So there was the source of my own fear of gym class, not so much shyness itself but fear of detection. Does that make sense or sound familiar to anyone else?