Jack is shown to feel some manner of shame on multiple occasions, generally public ones, and it would be a fair evaluation of his character to say that he craves attention, exaltation and leadership. He fears being seen as weak and needs to assert his authority, whatever it may be; Piggy breaks this down in an astute evaluation of their social hierarchy in Chapter 5. Jack's fragility is demonstrated when he attempts to challenge Ralph for leadership, fails to win the group's approval, and runs away crying, refusing to "play" anymore.
The specific action over which Jack is shown to most obviously feel shameful and self-conscious about is his failure to attack the pig they find in Chapter 1. Though Jack appears poised to deliver a killing blow, he fails to do so; the boys understand that this is due to the "enormity" that the downward stroke of Jack's knife would signify. Jack immediately excuses himself, saying he was trying to find a good place to strike, despite revealing that he knew exactly where to strike (the neck). He melodramatically stabs his knife into a tree, on two occasions, when he declares that he'll kill the pig "next time" and issues a "challenging look" to the others.
Never again does Jack behave quite so defensively on his own behalf, and his failure might partially explain why he embraces the "hunter" identity so fervently; he needs to prove that he is capable.
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