I think this fear of being caught exercising with a less than perfect body is a very weird cultural phenomenon. Why on earth, should someone with a few (or like me over 200) pounds to lose be embarassed to be seen moving in public? Talk about adding to the burden of being overweight, if there's a social restriction on being caught doing something about it.
It's crazy, but it is common to feel that we're doing something "naughty" or the focus of everyone's attention if we eat something fattening OR eat something healthy, AND if we're doing (or not doing) something active or strenuous in public. We really do create a no-win situation for ourselves, and anticipate negative attention, even if we don't get it.
To a degree, we are taught to do this. We didn't all invent the paranoia in our heads because we're crazy by nature. We see it on tv, and see other people doing it (or rather don't see people doing it) or talking about it, and from our own experiences (some people do think and say horrible things when they see an overweight person eating (healthy or not) or exercising (or not exercising). I've heard people laughing (and making comments, so I wasn't just imagining that the comments were made toward me) when I've ordered a salad, and when I've ordered an ice cream cone.
I've been fat since age 5, and I guess I learned early that I'm not responsible for other people's idiocy. I've pretty much, at least since my late 20's or early 30's, been able to exercise in a gym or pool without paying attention to others or feeling self-conscious. Except when I enter one of those "perfect-people" gyms. I had a great job several years ago for a company that gave an excellent discount for Gold's gym - and I never even used my free pass, because when I walked in and saw that virtually every exerciser was in view of everyone else AND there wasn't a single person in there that had more than 20 lbs to lose, well let's just say I wanted to back away slowly and hope no one saw me.
But, just because most of us have learned it, doesn't mean we can't unlearn it. Hubby and I bought bicycles the summer before last, and I KNOW we both look ridiculous on them, and I was mortified when the neighbors would smile and wave (but I waved back anyway, because I felt I was supposed to, though I knew my face was so red they probably thought it was because I was about to have a heart attack rather than the embarassment I felt).
In a sense, I feel it's a "big-girl" victory to be able to get out there and show that I can refuse to stay inside the house with the shades drawn until (or unless) I am an "acceptable" size. Bleep that!