Depends on the game. But heart pieces are something I've needed help with before. It's usually the more trickier things I use a guide for but other than that, I'm pretty well off for the most part. Though, I only resort to guides if I'm really at a loss of what to do after trying everything I...
You should be embarrassed for that. However, I don't think it's uncommon for people to need assistance in games like Zelda in terms of collecting certain items and so on. I know I've needed some help every now and then with certain side-quests in the past.