Should I have a baby shower?

I know it's sounds crazy but I've never had a baby shower before and this is my 4th child and I'm wondering should I have one me and my fiancé been together for 3 years he has one child from a pass relationship but it didn't work out and he didn't get to Experience the pregnancy or the birth but he's a great father he wants to have a baby shower but I'm not very close to my family and I feel it'll just be embarrassing for me to be there with just his family so my question is should I put myself through this baby shower for him because he's really excited or should I say hello no