Flare your lips and lift the mid-front tongue close to the roof of your mouth. Blow air through without voicing.

Americans pronounce shy as SHAHY (/ʃaɪ/). You'll hear it in sentences like "Establish a relationship with the shy sheep".
Record yourself saying "shy" and play it back. The mic stays on your device — nothing's uploaded.
1 syllable, 2 sounds. Explore each sound's mouth shape and how it's made.