Name this phenomenon: You're shy of doing X because nobody else around you does it
I think the term you are looking for is social norm, peer norm, or social expectation.

Distinguish from peer pressure, which is a different phenomena, yet related.

Many researchers have shown that teens are more susceptible to peer pressure (which implies the same for peer norms).

Both relate to self-esteem, and while mostly mentioned as facilitators, there is research out there to show that people with low self-esteem are more susceptible to both.

See, for example:


Sumter, S.R., Bokhorst, C.L., Steinberg, L. and Westenberg, P.M., 2009. The developmental pattern of resistance to peer influence in adolescence: Will the teenager ever be able to resist?. Journal of adolescence, 32(4), pp.1009-1021.
Zimmerman, M.A., Copeland, L.A., Shope, J.T. and Dielman, T.E., 1997. A longitudinal study of self-esteem: Implications for adolescent development. Journal of youth and Adolescence, 26(2), pp.117-141.