When you have done something you know you shouldn't have, or just something embarrassing, you feel ashamed, or remorseful. Don't be ashamed of your unusual dance moves — you were the life of the party!
The word ashamed has, in some form, been around since before the 11th Century. You might feel less ashamed of your mistakes if you're able to learn from them. As Jonathan Swift put it, "A man should never be ashamed to own that he has been in the wrong, which is but saying... that he is wiser today than yesterday."