Should I bother with a baby shower?

My mother and sister want to plan a baby shower for me. It's my first but I don't know if I really want to go through with it.

First off, they don't have a lot of time to really be able to actually plan it and they don't have a lot of money so I don't want them to go out of their way.

The second is I don't have a lot of friends. I have 3 good friends and some family that may show up but I was trying to get a guest list together and I was overwhelmed that I couldn't write more than like 6 names down.

I just feel pathetic and don't really want to bother with this anymore. The sucky thing is, if I tell them to not worry or bother they'll be mad at me like I offended them or something.