'Estoy embarazada' does not mean 'I'm embarrassed'.
Spanish 'embarazada' means pregnant, not embarrassed. It's the classic false friend: translate 'I'm embarrassed' literally and you announce a pregnancy. Both words go back to Portuguese 'embaraçar' (to hinder, entangle); Spanish narrowed the meaning to the condition, English to the feeling. Embarrassed is 'avergonzado' or 'me da vergüenza'.
Useful: Memory hook: embarazada = a baby in the way, not red cheeks.
Source: en.wiktionary.org