Some boys (and grown men) can feel embarrassed and uneasy about changing clothes in a locker room for the first time, being completely naked, and showering in a communal shower after swim team or wrestling practice at school.
First, don’t worry about it. Everyone in the locker room is basically doing the same thing, and there is nothing to be ashamed of because there are boys there, and you all look basically the same and have the same private parts.
Keep your change of clothes and a towel ready for you to put on and use. Leave your shirt on while you change your shorts or pants. Keep your eyes downward if that makes you feel more comfortable.
Most of the other boys are probably just like you and nervous about being naked in front of other boys. When taking off your undergarment, you can face away from other boys as much as possible if it makes you feel more comfortable. You can be quiet and not banter (talk) so as not to cause other boys to pay attention to you. Act like you do when you change and shower at home.
After a few times, especially the first time, it won't bug you as much, and you probably will not think twice about being nude in the locker room with other boys.