Is it normal to be embarrassed when people tell me to stop something?

I'm not sure how much sense this will make, but is it normal to feel extremely embarrassed, like to the point of crying, when people tell me to stop something. For example, I was told to turn on some music in the office today. So I did, and then about ten minutes later, someone told me turn it off, and I just broke down crying? I just felt weird, overwhelming shame and guilt for having it on in the first place. This is just an example, it happens all the time with various things, like even as a kid, I remember once I had my hand up to ask a question, and I was told to "put my hand down for now", and I just felt like shit and so much embarrassment that I couldn't ask/answer a question in that paticular class ever again. Is this normal / if it's not, can someone please tell me why I feel this way??