What could be the cause of being alarmed at my own behavior?

Self-observation: You don't say what type of behavior you find alarming -- so this could possibly be healthy insight as much as embarrassment. And it seems you're asking for help, which speaking with a therapist could provide. Have you gotten some type of wake-up call from someone? If you're alarmed by your own behavior, it's worth it to seek some consultation. Best wishes to you.

A problem: Since you didn't mention what your behavior was, i can assume you are either ashamed or embarrassed by it. I would start with trying to seek out some therapy or counseling for yourself to get to the bottom of the situation. It is a little difficult to comment on why you were alarmed, without knowing what happened. I think if it is important enough to post it here, that means you may need help.