"I'm getting water baptized on Sunday and I'm nervous about being in front of a lot of people."
Well - depending on your nature, doing anything in front of a crowd can be intimidating. Just Go along with it all, and remember they're all on YOUR side. Pretend they're all Penguins if that helps.
"Could someone tell me what to expect at a water baptism?"
Simple - you queue up in the vicinity of the baptismal tank, and one by one you get into it (there are probably going to be steps, and Baptismals are generally heated, so no cold water shock). Then there'll be words spoken and questions asked about your commitment. Answer truthfully.
Don't wear anything that gets transparent or too clingey when wet.
Then you'll hold your nose with one hand, and grab the elbow of that arm with your other hand across your chest, and the minister will get his arm under your back, grab your nose-holding arm in front, and lower you under the water, then pull you right back up again. Somebody will probably be there with a towel to dry your face off.
Then they'll help you out of the tank, and you get to go change and dry off. that's the Uncomfortable part of it, since it'll be COLD. That's about all there is to it.
What Happens Feeling-wise varies wildly. Some folks are Baptized in the Spirit when they're baptized in Water and come out speaking in tongues, and some folks (like me) have no particular reaction to it at all, and just come out wet.
"Is it a sin to have stage fright or be really shy?"
Nope - "Feelings" aren't "Sinful". And if you're "Really shy", then that's just how you're going to be. No Biggie.
"My Nana said that she felt really clean when she was baptized."
I felt that I'd been Obedient to the Word, and that's about it. When I got saved (50 years ago), then I got baptized.
"I go to an assembly of God church."
SO do I. I've been in AoG churches since 1963.