I have been in both group and individual therapy. The groups are very helpful to me, especially because I get to process with other clients with similar difficulties, as in they “get it.” There’s a collective wisdom that everyone benefits from.
You’re right that it’s intimidating to get started. I felt ashamed going to my first group, like, crap, now everyone is going to think I’m weak or whatever. I’m glad I went anyway. It definitely takes some time to decide if it’s safe for you to open up there; I wouldn’t recommend sharing anything that you aren’t ready to. That said, if you do feel like you fit with the group after a while, then it might be worth trying to open up just a little bit at a time.
Individual therapy is for the more intimate stuff, IMHO. My therapist knows things about me that I had even kept secret from myself, in that I didn’t see what I was doing until I heard myself say it. I’m now more comfortable sharing deep stuff in a group, because I have had those experiences of taking a risk and finding support rather than being looked down on.