My nervous guy went-twice!!
Recently returned from our first trip to CTI and I wanted to go to the island as part of our experience. My now dear husband was very nervous, but knew that I had my mind made up. When we got over, he took a deep breath, stripped down, and slipped into the pool bar area quickly. After a shot and a drink, he relaxed a bit more. That would be my #1 recommendation if you're nervous-it's just like skinny dipping at first.
We had a fair amount of family there for our trip. If you think you feel awkward on the island, be comforted by the idea that your dad didn't wave at you while you were there. Yeah, that happened.