My boyfriend is really amazing at talking dirty - it always sounds so natural and so hot. However, I myself, like you, tend to feel embarrassed when I try to speak more than one word at a time while we're having sex.

I find though, that the more he initiates, the more comfortable I feel about joining in the 'conversation.' So honestly, when we start getting into it I will just tell him "talk to me," aaand we're off!

Another good starter is to ask "What would you like me to do for you?" or "What do you want to do to me?" and repeat your partner's answer back to them "Oh, so you want me to....." while you do that action; that's nearly always gotten a good reaction for me.

The more you do it the more natural it will get