My Mistress wants to do pet play with me and the idea of being a puppy is embarrassing to me even though I'm curious about it. How do people get over the embarrassment?

Pet play, and puppy play specifically, triggers self-consciousness because it involves behaving in ways that feel undignified by adult social standards. The cultural message that being an adult means acting like an adult is strong, and most people have internalised it enough that the idea of reversing it feels strange even when they are drawn to it.

The practical reality is that most people who try pet play describe the embarrassment evaporating once they are actually in it. The shift in psychological state that comes with the space, the dynamic with your Mistress, and the permission to drop out of adult-mode mental activity tends to override the self-watching quality of embarrassment.

A useful starting approach is to try one specific element rather than committing to a full scene immediately. Something as minor as responding to a specific name, wearing a collar, or being pet by your Mistress while you sit at her feet can let you test the emotional territory without the full costume or roleplay frame. Many people find that these small steps quickly make the larger frame feel natural rather than theatrical.

It is also worth identifying exactly what aspect of it feels embarrassing. For some people it is the animalistic behaviour; for others it is the specific associations the play brings up. Talking about that with your Mistress before you try anything can make the first attempt feel less like a plunge into the unknown.

Many people describe pet play as one of the most psychologically restful forms of kink once they get past the initial self-consciousness.