If you are new, it also pays to learn how to fall. You can tuck your chin to your chest and avoid a lot of faceplant/whiplash related problems.
I wear a helmet, but I wear it because the earflaps protect my eardrums when I take hard falls sideways. I burst an eardrum a few summers back and had to stay off the water for several weeks, not to mention the discomfort. I know for a fact that if I hadn't started wearing a helmet, I would have blown that same eardrum at least twice more.
As far as the embarassment factor goes, I manned up and got a pink helmet. My friends have decorated it with fairly entertaining stickers, so we all get a laugh.