How to get past the self consciousness?

I want to do fun things with my boyfriend and have an exciting sex life. I feel like I have ruined our sex life by setting a very serious and stiff tone for it... basically I get very anxious before we do anything physical together. I hear these stories of couples who are close (I feel we are actually close emotionally) who go in the shower together and try different other sexual activities... and it boggles my mind. Because I feel like I could never do that stuff, even though I really want to. My guy is very patient and sweet, he literally never pushes for sex, he never puts pressure on me, etc. But I have come to realize that our physical relationship is not catching up to the one we have emotionally and psychologically. I am concerned and don't know what to do :(