what does "comes pretty low"mean?
“I think breathing and stretching comes pretty low on the list of embarrassments.” She grabbed her white tank, wiggled into it. “I need a hair tie—got one in my bag. In the gym,” she repeated, and left him.
Maybe he stalled a little. It wasn’t embarrassment, he told himself. He just preferred starting the day with coffee, like normal people.
But he found her in the gym, sitting cross-legged on one of the two yoga mats she’d laid out, her hands on her knees, her eyes closed.
She should’ve looked ridiculous in his shorts. So why did she look sexy, and peaceful, and just exactly right?2.what does "on the list of embarrassments"mean?

Question

what does "comes pretty low"mean?
“I think breathing and stretching comes pretty low on the list of embarrassments.” She grabbed her white tank, wiggled into it. “I need a hair tie—got one in my bag. In the gym,” she repeated, and left him. 
Maybe he stalled a little. It wasn’t embarrassment, he told himself. He just preferred starting the day with coffee, like normal people. 
But he found her in the gym, sitting cross-legged on one of the two yoga mats she’d laid out, her hands on her knees, her eyes closed. 
She should’ve looked ridiculous in his shorts. So why did she look sexy, and peaceful, and just exactly right?2.what does "on the list of embarrassments"mean?

Answer

It means that if she made a list of all of the things that could possibly be causing her embarrassment, "breathing and stretching" would be near the bottom of that list -- in other words, they might be embarrassing, but there are many things that are more embarrassing.