I think playing a shy character is a perfectly viable concept on CF.

Contrary to what you might think, to "walk alone" is not uncommon at all in CF. Many people who are involved in our automated quests choose to go solo for a while, as do characters who have concepts of being "honorable", and other loners, etc. It's not unheard of at all. In fact, I might even encourage it at the lower levels for a new player, as new players who blindly follow group leaders around never end up learning their way around the world. However, travelling alone after level 10 can get perilous in our hostile pk-environment, so keep that in mind as well.

If you do intend to spend time as a loner, I would highly also advise choosing a class that is very self-sufficient. I'd probably advise ranger above all else for a new player who is going a loner route... as not only can they hold their own in combat, but they have utility abilities that can help them fill their character's other needs (food, water, concealment, etc.) They do suffer a bit when not in the wilderness, however.

Regarding how characters will react, you could receive any or all of the reactions you describe in your post. We have a diverse playerbase and so you'll probably receive diverse reactions. As a general rule, I'd say more people will be willing to investigate your character's personality and motivations the higher level he or she is. (Although many are social/roleplaying-oriented enough to develop a curiousity at low levels, especially if you do an exceedingly good job of roleplaying your shy character using socials, emotes, etc.)

Good luck and have fun!