Conceiving on ovulation day?

I am really confused about when I should and when I shouldn't have sex in order to make my first baby. This is so embarrassing! I know that I should have sex during my fertil window, but I've been doing some research and I've learned that only on some days in your fertile window are your best days in getting pregnant. I thought you had the same chance of getting pregnant every day of that fertil window?? Also, in order to concieve my first child, is it recommended to have sex on the day I ovulate? I you have the best change of getting pregnant since that is the time your egg gets released? Ugh, this is so embarrassing. Can someone help? I'm such a confused woman!