No, you can’t be sued.
However this is good experience in life, and you need to learn how to do it as part of being a full human being.
Also, just because you are shy or embarrassed, does not mean that they are not human beings, have not got their own stresses, and will not be affected by your failure to show up.
It’s simple. You just email them.
This is to let you know that for personal reasons have decided to resign, effectively immediately. I regret any inconvenience this may cause.