Depends on how much you are supposed to wear it. But I guess the best thing is saying to yourself that this will contribute to improving your bite and your looks substantially. I know that's easy to say, especially now as it seems to me, unlike back in my days, almost nobody wear a headgear anymore. I mean, in my class we were five people wearing headgear to school at some point, and that was not exceptional - during my junior high years, which is when I wore the thing, not a day passed without me seeing a couple of kids with headgear in the yard.
However, do not let it inhibit you from acting socially if you have to wear it more hours than you're typically at home. People may stare, but probably also think that you're brave - at least I remember that was what I thought when I first saw someone wearing it. And I know for sure, wearing it in public never cost me any friends. Plus - try seeing it the other way - if you just jump into wearing it in public, you'll also be more prone to wear it more than prescribed, speeding up the treatment. I know it's hard, I never wore it in public more than I had to, even thouh that was my intention. But why not?
Good luck with getting used to it - you know it is for your own best.