They might be fun if the questions aren't asked specifically to mock you or bully you, which is how I have gotten a majority of the embarrassing questions in my experience. And when they are asked by people you actually trust, and where you also trust every single of the listeners. You also need to have the right to skip a question or to say you don't know, because there are some questions where you genuinely cannot answer or some that might be linked to traumatizing experiences or things of that sort, without people being annoyed or angry at you.