Is it okay to not be completely naked in the gym shower rooms?

So I grew up and was raised in a culture where there is no such thing as communal showers, and guys do not go fully naked in front of each other in the showers. I am now studying abroad and found out that the showers in my university's gym is a communal shower. Would it be okay if I, for example, wear my swimshorts and take a shower in them, or will people think weirdly of me? I am uncomfortable being completely naked in a room filled with completely naked guys, so is it normal for me to wear swim trunks or shorts while taking a shower?
@Hood_Rat_4_Life: Well I guess I'm thinking more in a few months when it'll be snowing a lot here in Canada, and I'm gng to have to change into much thicker clothes and wear jackets and stuff, so I guess it'd be more comfortable if I took a shower first before getting all sweaty and disgusting under the clothes.
 
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