The first thing you should keep in your mind is that you have a right to have sex and women are suppose to give you sex. You are not doing anything wrong morally or ethically so remove these thoughts from your mind. You should be confidence to have sex with her and each session with woman would give you confidence so break the barrier and have sex with her.
You can have sex with her in dark light so you would not feel shy about showing your body to her and once you become comfortable with your body you can have sex with her with light on. It is normal to feel shy as you are a virgin but do not allow your shyness to hold you from having sex with the woman.