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Catholic Perspective
The passions are natural components of the human psyche.1 The term "passions" belongs to the Christian patrimony. Feelings or passions are emotions or movements of the sensitive appetite that incline us to act or not to act in regard to something felt or imagined to be good or evil.2 The human person is ordered to beatitude by his deliberate acts: the passions or feelings he experiences can dispose him to it and contribute to it.3
1. CCC 1764.
2. CCC 1763.
3. CCC 1762.
And In Brief CCC 1774 has:
Emotions and feelings can be taken up in the virtues or perverted by the vices.
Jesus Christ being perfect God and perfect man had emotions and feelings, only in his case they were all taken up in virtue as he did not and could not sin.
You did not define what you mean by "shy" and therefore I cannot find from scripture whether Jesus was "shy" in the way you meant it.
Scripture speaks of Jesus:
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I'm sorry about not answering your question fully, I actually just read the title and answered that :P In facing your emotions and feelings essentially you have started your path in finding the kingdom of God that is within you (KJV: Luke 17:21). In eastern religions this is referred to as liberation, enlightenment, or awakening. With that said you should pick up on two forms of meditation. The first being mindfulness meditation (preferably zazen), and the second being loving kindness meditation. Although both are Buddhist meditations, they do not go against Christian doctrine despite what others say. Mindfulness meditation will bring peace to the mind, and will reduce negative emotions such as anxiety. Loving kindness meditation will stimulate positive emotions such as self-esteem and compassion for others. Without inner stillness, you cannot be in tune with the "'still' small voice" which is the Holy Spirit.
Jesus did in fact feel the same emotions you and I have felt. The only difference between us and him was how he handled it. Jesus was constantly being tempted, but did not act according to those temptations both physically and mentally. So yes, Jesus felt shyness at one point, but it didn't control his actions. Second, man was made after Gods image. What you feel is not different what God can feel. You have a body, God has a body. You have a mind, God has a mind. You have a soul, and God has a soul. God gets angry, and we get angry. God gets sad, we get sad. God gets jealous, and we too get jealous. So by this pattern, it can be assumed that if we can get shy, then God to could experience shyness.