Yes, you can only receive the ashes, that is what I did when I was not Catholic (Incidentally the first time I went to Mass on my own was Ash Wednesday). It also happens now when I am not ready for the Eucharist. No need to be embarrassed. There is no need to receive communion every time you are at Mass. You can either remain in the pews or go up and receive a blessing. If people think something because of that, that is their problem to work out with the Lord.
I once was at an Ash Wednesday Mass at a Catholic University, and after the ashes, the congregation halved. I guess a bunch of the students had class but still wanted to get ashes.