Not "shy" really, but I guess "reserved" would be a good descriptor. It usually takes a while for me to get a connection going.
I have to say it heps when the woman is, if not more aggressive, at least a little more obviously interested at the start. All too often I see a lot of women holding back too much at the start. Playing "hard to get" has a place, but too much of that makes you look unavailable. You got to let the fish get on the hook before you can reel it in.