Honestly you have done more already than I did when i first heard of the fortress. Theres also nothing wrong with being embarrassed. I am sure I felt that way at one time.
The staff at the fortress will definitely help you get over the fears of doing a session. When i first sessioned here, the Mistress definitely introduced me to things I never experienced and I found things I like.
Also they take really great care of you and keep things confidential.
i have found to enjoy sessions and definitely look forward to returning to NYC for the chance to visit.