Actually where was it indicated they knew shame?
Jewish exegesis, inviting us to read deeper, pointed out the
following interesting observation:
1. Why did the couple hid themselves from God?
Before they hid from God, they already made loincloths for
themselves liao right? So why was it that they were comfortable
hiding TOGETHER but uncomfortable with facing God?
Furthermore, since God created them, what is there to be
uncomfortable about?
And most interestingly, look at the reason given by Adam:
But the Lord God called to the man, and said to him, Where are
you? 10He said, I heard the sound of you in the garden, and I was
afraid, because I was naked; and I hid myself.
Which is why I asked you - where was it indicated they knew
shame? Jewish exegesis ask the following question - when someone is
naked, the first thing he/she will feel is shame. But the reason
given by Adam is that he was AFRAID.
What is there to be afraid of? Let's say he is afraid of God
punishing him of his misdeed, but what have this to do with the
fact that he was naked? Why didn't Adam say he was afraid 'cos he
just ate the fruit? Furthermore, didn't he and Eve just made
provisional clothes for themselves?
More and more questions. This is the beauty of the Jewish exegesis
of the Bible. 
