I took a class called "Sex Respect" when I was like 15. It was co-ed and we discussed everything from females' periods to males' erections to sexual intercourse.
It is normal to giggle and feel awkward, especially since this is a subject that at your age is "off-limits" generally, and very mysterious. Having taken about a million classes discussing sex in excruciating detail (I'm a psych major), I can say that eventually you can become more comfortable learning about sex in a classroom setting.
Honestly, Miss_A, my advice to you would be to handle it as maturely and respectfully as you are able (which for your age might mean you giggle some and get embarassed, and that's okay)- and listen seriously to what they are telling you. It's important info.
PS: Watching movies will teach you just about NOTHING about physiology, sexual problems, or STD's. And it's a very idealized version of sexuality that you see in the mass media. It's not realistic. Don't look to that as your major source of info. As for magazines, it depends on the magazine.