If you understand deeply about the impact of light when shined into the darkness, you begin to understand that passage.
Jesus is the true Light that shines into the dark world. Unrepentant sinners, regardless of their background, who tend to hide in darkness and sin against their conscience (the moral compass placed in human heart by God), will impulsively reject the convicting illumination of such true Light.
When you say that you were not afraid of being exposed of your sinful nakedness in depravity, either you failed utterly to understand the gravity of your sin or failed to take note of the convicting illumination of the true Light. In other words, you had no genuine encounter with the true light that time. But as soon as you had such an encounter, your reaction was either to reject or to embrace the true Light. There are no other options to contend with.
But truth seekers enabled by the convicting spirit will gladly come to the light. This is not out of their initiative, but due to the regenerative power of the spirit, which Jesus elaborated in the earlier context with Nicodemus in John 3.
To deny oneself is simply to turn over the old wicked way of life that has so perverted the goodness that God gives us. For example, sex itself is a gift from God for the procreation of human race as well as joy of unity between a husband and his wife within the bond of recognized marriage. But man can pervert a good thing. Easy to understand.