Is seeing other boys in the nude all right (showers, changing, etc.)?
What you are talking about are situations where being naked or seeing someone else in the nude is hard to avoid.
The general rule since the fall of man is that a person doesn't expose his genitals to others. We make efforts to keep our privates private. "And those members of the body which we think to be less honorable, on these we bestow greater honor; and our unpresentable parts have greater modesty, but our presentable parts have no need. But God composed the body, having given greater honor to that part which lacks it" (I Corinthians 12:23-24). Of course there will always be times when it can't be avoided; yet, we should make efforts to minimize it. Being seen naked in front of others ought to trigger a sense of shame. "Your nakedness shall be uncovered, yes, your shame will be seen" (Isaiah 47:3).
An example is that of Ham (Genesis 9:20-27). Ham's father, Noah, sinned by making wine and getting drunk. Ham accidentally walked in on Noah while he laid naked in his tent. Rather than be embarrassed by the situation, Ham went to his brothers. We aren't told what he said, but it is likely he thought it was funny that their father was acting so poorly. I want you to particularly note Japheth and Shem's response. "But Shem and Japheth took a garment, laid it on both their shoulders, and went backward and covered the nakedness of their father. Their faces were turned away, and they did not see their father's nakedness" (Genesis 9:23). I'm sure that over the years there were many occasions when they might have seen their father without clothes. They could have just walked in and covered him up, but they were making a strong point. Their father, because of his drunkenness, was in an embarrassing state and they refused to see their father lowered in their eyes. Thus they went out of their way to make sure they didn't see Noah uncovered.
Every Christian ought to be conscientious of other people's feelings. If someone else is naked, simply avert your eyes out of respect for them. Hopefully others will do the same for you. Unfortunately, boys have a strong tendency to latch onto the embarrassment of other people and use that for taunting.
When you first start having erections, you get them frequently and for no apparent reasons. But certain situations are more likely to cause them. Anything that tenses your muscles can also cause the muscles that cause an erection to also tense in sympathetic response. So being naked, which cools the body, can trigger an erection. Being embarrassed in front of others, can trigger an erection. It is uncomfortable enough to be without clothing, without the added plight of sporting an erection at the same time. Then there is the problem that males are visually oriented. Seeing someone with an erection will often trigger an erection in your own body.
This is why young men often wonder if they might be homosexuals because they don't realize how their bodies work. It is also how some convince young men to engage in homosexual sins -- they argue that if a response is there, then they must be homosexual. I want you to understand that your body's physical response has nothing to do with sexual choices.
Likely, what Ham found so funny was that his father was sporting an erection. What commonly happens in locker rooms is that a boy ends up with an erection. The more he tries to avoid it, the more solid it becomes. And then the taunting comes, which just makes matters worse. Christians should not be involved in such taunts -- it isn't respectful of others.
The way to avoid erections is to distract yourself with something totally unrelated that takes mental effort -- work on a math problem in your head. Keep your eyes above the waist so that you are less likely to get a sympathetic response. Keep the time you are unclothed to a minimum. One trick is after drying off, or while changing, is to wrap a towel around your waist. While you are pulling clothes off and putting on clothes, the towel will minimize your exposure.
If you are the target of taunts, understand that it is your embarrassment that fuels the teasing. You can deflect it by not acting embarrassed (a hard thing to do). One way is turn the teasing around, "You're just jealous that yours isn't as handsome as mine." Smile and then casually walk off to get dressed. It won't stop the teasing, but it does take the "fun" out of it.
So, you're saying you should feel shame when your naked in front of someone, right? What about sex? It was made to be enjoyed (only in marriage), but how can you enjoy it if your feel ashamed?
Now you've changed the question because before it was nakedness in front of people in general. There is a difference when it is the woman you love. "Therefore a man shall leave his father and mother and be joined to his wife, and they shall become one flesh" (Genesis 2:24). It takes some effort and a bit of time, but husbands and wives shift from thinking of themselves as individuals and begin thinking of themselves as extensions of each other. "The wife does not have authority over her own body, but the husband does. And likewise the husband does not have authority over his own body, but the wife does" (I Corinthians 7:4).
Admittedly, the first time you strip down in front of your wife, it is going to feel awkward and embarrassing. And your wife will being going through the same feelings. That timidness is even mentioned in Song of Solomon 4:8, though the poetry makes what is being described a bit hard to understand. The feeling quickly passes as the two of you get caught up in the feelings of sex, but it is just one of many reasons that the first time you have sex you aren't going to be very proficient at it.