Perhaps saying working at McDonald's as your first job is embarassing is a bit of a stretch. You learn a lot working at Mcdonald's and is more or less, a snap shot of reality.
What's worse? Living at home, freeloading off your parents doing dick all? Or working, making your own money, having a social life and buying things you want, i.e. car, travel etc. I once worked at McDonald's. See where it got me (refer to sig.)