Arjun says in Bhagavad Gita:
चञ्चलं हि मन: कृष्ण प्रमाथि बलवद्दृढम् |तस्याहं निग्रहं मन्ये वायोरिव सुदुष्करम् || (6.34)
O Krishna, Mind is restless, stubborn and so powerful that it’s very difficult to control, even more, difficult than the controlling wind.

Anyone who has tried doing meditation will agree with Arjun’s assessment. For most of us, seating even a couple of minutes without the mind wandering somewhere is impossible.

And, By the way, we are not alone in this, great saints like Dnyaneshwar has written an abhanga, to request mind to become still.

रुणुझुणु रुणुझुणु रे भ्रमरा । सांडीं तूं अवगुणु रे भ्रमरा ॥ (Marathi)
He uses a metaphor of bee for the mind and requests it to drop the bad habit of wandering, and instead become still.

So, we don’t need to feel embarrassed by this, instead, we have to accept ‘wandering’ as the basic nature of the mind, and find ways to calm it down.

One of the solutions is given in Yog Sutras:
अभ्यासवैराग्याभ्यां तन्निरोधः॥ (1.12)
Way to control the mind is practice and Vairagya.

While practice is well understood, Vairagya needs some explanation.

Vairagya means ‘not having interest’ in things that are non-permanent (like material wealth, sensory pleasure, etc).

But, It does not mean we have to become a sanyasi. Instead, if we do all our activities as duties (of Kartavya) without expecting anything in return, we will be embracing Vairagya.

This way, if we follow Vairagya, and continue practicing Dhyana, slowly we will see that mind has become more steady, as it has lesser reasons to wander around.

All the Best!