I tell my boyfriend everything and I love him so much but when having sex I get really embarrassed. Why? How can I just relax?

Why. dont tell him everything, keep some things to your self. are you protected from getting pregnant or getting a sexually transmitted disease? this could be one reason you can't relax. Sounds like this is your first. The most important is protection. the all else will come more naturally. If you ask your friends, I am sure none of them had only one boyfriend.