To also offer help; this might seem incredibly obvious, but a lot of people still don't do it: be conscious about the problem and actively make plans addressing it. E.g. if you know ahead of time that a situation will come up where you'd feel embarrassed, make an actual calculation before of what you'd have to do to avoid it entirely. If you decide that you have to do it, maybe have a plan to minimize the embarrassment somehow (it depends on the context). None of that will solve the issue, but actively trying to find loopholes and such rather than going into situations blindly could reduce harm. You could also consider ways to solve some instances of the problem permanently while dodging the embarrassment, e.g. make active tries to learn how to ride a bike, either on your own or with a person who's willing and with whom you'd feel comfortable, if such a person exists.

Depends on in what way you're having trouble with it. If you need to interact with lots of people in whatever context, I find that taking an initial tone of mildly self-deprecating humor helps smooth things out. If you're the first one to mock yourself, it releases any tension that might be in the air. But then, you should let go of the self-deprecation before it starts to suggest actual low self-confidence. It can also be good to formulate a pithy explanation for why you don't have the skill, so that you can casually explain the situation without bogging people down. "There weren't any swimming pools near where I grew up." Something short and simple, even if it leaves out important biographical details. In the vast majority of cases, people are too involved in their own business to even think about you. If I see an adult swimming really badly, I just assume that nobody ever taught them to swim, which is a completely value-neutral assessment, and then continue on with whatever I was thinking about. I recently took a handful of jiu-jitsu lessons and was obviously as useless as a newborn kitten, but I don't really need to offer any kind of expository explanation for this lack of skill, because "just started learning" is a fully self-contained explanation.