We get our impressions of self from so many different areas that it's really hard to pin down exactly what would be the cause of any young'un feeling self-conscious about her/his body.
Media is definitely to blame with their portrayal of the so-called perfect bodies - incidentally, I was having a conversation yesterday with an actress friend who did a nude piece at the insistence of her director and she commented on a line from a movie (can't remember the name) where one character tells a magazine editor, "I wish I looked like the women in your magazine." to which the editor responded, "Honey, even the women in the magazine don't look like that."
Parenting and peers and media all shape our ideas about ourselves and our bodies. But we also have our own thoughts and perceptions that form from seemingly insignificant events. Mommy and Daddy may be fine with their bodies but I have a mole on my left thigh and my penis isn't as long as it should be and my nipples look funny to me. I don't like the look of me so why would anybody else?
And these are the thoughts that could easily run through any child or teen's mind regardless of how supportive and encouraging his family has tried to be. There are too many variables. I once heard a about a guy who was severely embarrassed by his small penis which, it turned out, was a decent 7 or 8 inches. It's all perception of course but as kids, we don't always know that our perception may not be accurate and we may not even question those perceptions so elders don't know to "correct" them.
I went to an all boys boarding school and while I, even at that stage, enjoyed being naked, being naked among other boys who I didn't know was nerve racking. There were no judgements. Nobody even cared that I was naked. But I felt some sense of fear and embarrassment. All in my head and I can't even tell you today why I felt embarrass. I just did. This wasn't a norm that I was used to, I guess. My family isn't very nudist friendly.
And, on the other hand, I've mentioned in other posts, I've come across kids from nudist friendly families who, while fine with other people being naked around them, don't want to be naked themselves.
It's all a personal experience. There's no way we can create the perfect environment so that all offspring are comfortable with their bodies and with being naked among other people. We can just do the best we are able to. :-)