Is anyone else embarrassed by your family knowing details about your dating or personal life?

I know this sounds kind of stupid. As a woman in my 20s, I really shouldn't care and should just go about my business as I please, but I can't help feeling so awkward about it. I guess I have a specific case as I'm currently living at my older brother's house (money reasons.)

We're both adults so I don't know why I can't just say whatever and freely live my life. He does with his own and I don't think twice about it. I guess it makes it worse that he's not used to me dating and I feel like he still sees me as a child. The thought of staying the night at a guy's house and my brother knowing about it makes me cringe so bad. Obviously I wouldn't go into details with him but it's not hard to figure out. How do I stop feeling so weird about it?