Anyone who is a believer should build their personalities and their character with the good dimensions of hayaa. The most important is that he/she must be shy of doing ANYTHING displeasing to Allaah Subhaanu wa Ta ala, with the belief that he/she will have to answer to all their deeds.
If one develops a sense such as this one, it will help the believer to obey all of Allaah’s command and to stay away from the sins. Once the believer realizes that Allaah is watching us all the time and we will have to answer for every move we make in this dunya, he/she would not neglect any order from Allaah or His Messenger (sal-Allaahu ‘alayhe wa sallam). So the stronger this sense of hayaa becomes, the more it motivates one to make sure that Allaah doesn’t see him/her doing anything forbidden. The way to develop this hayaa is that one must keep learning and absorbing more and more knowledge of our deen.