Not so much embarrassed, but we do enjoy a good laugh about me being afraid of woodlice. I know they're only little, but they creep me right out and I worry that if I can see one there's thousands more in the wall or ceiling. Luckily people know not to act on it by throwing them at me or stuff, because they know I know their fears and the retaliation will be much worse.
If someone wants to talk about something you aren't familiar with, do you try to stop them, take it as a chance to learn, or go along with it with a sense of indifference?