It's not at all an embarrassing thing to cry in front of someone. It is a natural way to express your feelings when words can't describe them out loud. If the other guy knows you well, he will duly understand what you felt at that moment.
I called a guy, and then I started crying. I feel so vulnerable and embarrassed. What should I do?
Everybody has their own moment when they are vulnerable. Out of curiosity, Was this a good guy friend of yours..?