This happened to me the other night. I checked into a bar and was asked by someone I was with why I did it. Seconds later, I received a text from a friend saying she was in the area and wanted to meet up. I said to the person who asked, "That's why."

Now, "just get over it and stop worrying about what other people think" definitely solves my personal problem of how not to be embarrassed, but it doesn't solve Foursquare's problem of convincing users to "just get over it" and "you shouldn't care what other people think". You are definitely right about that challenge. Just thought I'd share an anecdote :)