I've heard that anyone can use the spa showers, and that these are fabulous! but I don't know much more.
What are they like? (besides having a great shower head) is it easy to find them? do I need to bring soap shampoo etc...?
Also I'm really uncomfortable with being naked in front of others.... how private are they?
It all depends on managing your expectations.
First, are you hearing about the showers in the Rain Forest Room, which have a cost (associated with the RF room), and have a lot of different settings and some scents, etc. and are (as said above) co-ed and bathing suit required, more for the experience than for getting clean.
Or are you hearing about the showers in the Spa locker room? These are also for the Fitness Center, and thus are free, but 18+ only (with possible exception for the teen chill spa). They are in the men's and women's locker room, so they are single sex, like a normal locker room and have individual stalls, but that opens up to a common changing room (for people of your gender).
When I was on the Fantasy, there were lockable lockers for your change of clothes, personal items, valuables, etc. There were towels and robes available too (which you can bring over to the shower stall if it makes you more comfortable). Compared to your stateroom, it was just SO MUCH SPACE. Roomy shower stall, big sinks and mirrors (and hair dryers), large changing area. There is a steam room in there too. (Maybe not on all ships.)
My wife and I were traveling with my two teen-aged sons, and the four of us usually wanted to shower before dinner (after hot Caribbean excursions) so four people waiting for one shower can be hectic. My wife and I took turns being the one to shower in the room or the one going up to the locker room. But by the end, we both preferred the locker room. We would take a bag with our clothes (and in my wife's case, makeup, jewelry, etc.) and after our shower, we would get ready there, then bring our old clothes back to the room in the bag. Sure it was a little walk, but that can be nice before dinner too, and SO relaxing. Plus, at least in the men's lockers, there was never more than one or two other people there when I was. I don't know about the number of people in the women's locker room at that time.
If you go up to the spa, ask where the locker room is, and they will point it out. Enjoy!