Not a personal embarrassment this, but a brilliant anecdote I read years ago which is too good not to relate. Hopefully I've got the details right.
It was related by a drummer whose band were booked to play a tea dance, can't remember the venue. He travelled there under his own steam, with the rest of the band following in the bus/van/whatevs. He got there first, and set his kit up. No sign of the band. Time marches on, still no sign of the band. He waited nervously at his kit and absent-mindedly started playing a quiet waltz. He looked up and, to his horror, couples were taking to the floor and starting to dance to his unaccompanied rhythm. He kept it going for a few minutes, and eventually ended on a graceful rall to polite applause. Someone handed him a note and he opened it, hoping it's going to tell him that the band are just arriving. Instead, he reads, "Please can you play Red Roses For A Blue Lady?".
(A few minutes later, another note arrived to tell him that the bus/van/whatevs. had blown up on the motorway and the band will not be joining him.)