It is normal to be nervous to participate in coaching. So, let me put your mind at ease.
Coaching is easy-going and fun. Students on the coaching session are really helpful and supportive of one another. If a student wasn't, they would get booted off the session by me.
I've never had to remove a student from coaching. Everyone is supportive!
If you're nervous to begin coaching, try joining a session and just watch the first few times to get a feel for the session.
Remember, you do not need to share your camera or audio during the session if you don't want to. Sometimes students join in while doing other things so they turn off their camera and just watch and listen to the session.
Having worked with hundreds of students in coaching, I have the unique perspective of being able to see just how much online, real time coaching helps students to improve their playing.