I'm afraid I won't keep up in a group and will slow the others down. Maybe a private session is better to start?

You won't slow anyone down - our groups are small (up to 5-6 people), and everyone works at their own pace, no one is racing anyone. The trainer leads the group and at the same time comes over and supports each person. But if you feel calmer that way, a private session is a great first step: the trainer's attention is entirely on you, you'll work through breathing and positions without any self-consciousness, and then easily move into a group. Both options work - choose where you feel more comfortable starting.