how do you get over the embarrassing shower situation? Was it akward for you? I am worried about this?

Hi, there is absolutely no need to be worried. The showers that we have in the army are like gym showers - you have your own private cubicle, whether it be a plastic (not see through!!) sides and a curtain to the front or your own individual plastic shower cubicles (also not see through).
If you ever get to shower in front of people, it would be on operations and by that stage no-one cares!
I had to do an army course and was the only female, by the end of 2 weeks, after being utterly soaked and covered in mud on some sort of PT session i was stripping outside with the boys to my sports bra and pants and running up the stairs and no one cared or even noticed!! If someone had told me i'd have to do that before joining i would have been horrified ;) Ultimately it's only like being in a swimming pool when you're in your shorts etc. You have absolutely nothing to either worry about or be embarrassed about! Good luck!
Oh - and only once have i ever been in a communal (never mixed!!!) shower and that was after an exercise in Canada and no one remotely cared - you're far more bothered that there's some hot water than either what you or anyone else looks like!!!