I really want to go to the live concert of - but it's kind of embarrassing to do that alone.
It takes courage to go to the live concert of - (all) alone.
I'm not brave enough to go to the live concert of - (all) alone.
I really want to go to the live concert of -
〜のコンサートにはマジでいきたいけど、
but it's kind of embarrassing to do that (all) alone.
一人ではちょっとはずいんだよね。。
It takes courage to do that.
→それをするには勇気がいるよ。
I'm not brave enough to do that.
→それをするだけの勇気が僕にはないよ。