A 12 year old girl can definitely play baseball, and she shouldn't be embarrassed to tell her parents if she wants to.
Talking to your parents about something like that can be hard, especially when you're still young and in school. But your parents should want you to be happy, and if you think baseball is going to do that, then try not to over-think it and just talk to them.
You could try to tell them that there are lots of girls and women playing baseball all over the world, and there are major baseball leagues for women in America, Canada, Japan, Australia, and many more countries, just like there are for men.
You could also focus on baseball as a great form of exercise, and how important it is for young people to stay active and fit. It's a good source of fresh air, it fosters both team spirit and competitiveness, and it can improve your health, especially if you're not currently playing any sports.
Most of all, let them know that it's something that you've thought a lot about and you know you want to do it, and they should understand and be happy for you to play.
