Bridal shower gift

I was asked by a friend whom I know her since September 2015 to be her bridesmaid. We are both university students from different countries. So I bought SEXY lingerie with my other friend for her bridal shower but I felt embarrassed when she told me that I am very bold and she didn't expect that from me because I am not her long time friend or not very close friend of her. She also make fun of me in front of other bridesmaid so I was very confused. Is it inappropriate to give Sexy lingerie for far East people?