Is this coming out of your nipple or around your nipple area??? Are you pregnant?? I agree with Annie dont ever be embarrassed just call your obgyn they can usually answer alot over the phone....good luck honey...
If a thick, white substance is coming out, I would check this with your regular doctor or an ob-gyn. I would guess at an excess of prolactin and so then it would be milk production, OR a yeast infection except that would probably itch, so really nothing entirely fits the situation you are describing. See your doc, don't be embarrassed. Good luck!