You weren't embarrassed because you accept it as a natural part of life, but also because the dream itself wasn't pertaining to your actual menstrual cycle.

Blood - Life's energy source. Love, passion, anger, and life itself...a vital part of our physiology and it may symbolize our strengths and weaknesses and our physical, emotional, and/or spiritual energy health.
If you are currently experiencing a very difficult time in your life, you may have dreams with blood, or images of blood.
Because it was menstrual blood in the dream, it suggests you are feeling some emotional upset in the sexual, or relationship, area of your life.

Hope this gives you some ideas. Good Luck!