Oh, I Am So Embarrassed! is a Sesame Street storybook.

Grover has lately been causing accidents that make him feel really embarrassed (to which Grover utters his famous phrase, "Oh, I am so embarrassed!") He also refuses to take off his baseball cap when asked to. The final straw comes when a gust of wind causes Grover's cap to fall off, revealing he got a haircut, and the others begin to laugh at him (especially Oscar the Grouch.) After that, all his friends begin telling him about the times they have gotten embarrassed, and that it is completely normal.