What does it mean when the girl you love is shy to you? (scenario inside)

Here's the scenario:

I gave the girl a chocolate (actually I didn't gave it personally, I get a help from her best friend to give it to her). But I know that she already knew that I'm the one who gave that because there was "take care EMOGURL" written in the letter and I'm the only one who calls her that name. Then, her best friend told me that she was shy leaving the room when she saw me coming.

So, what does it mean? Why is she shy?