One word for the above question. No matter what new situation, person or experience is encountered this person feels overwhelmed by sensory overload perhaps. He isn't scared though, just can't deal with so many new impressions at the same time. It overloads the brain.
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How about neophobia?
So the word to describe the person would be neophobe.
One phrase, coined by Dr. Elaine N. Aron in 1996, is Highly Sensitive Person (HSP), which is used to refer to the affected person in a positive sense, and is considered to be different from many negative traits such as shyness or timidity, anxieties, phobias and fears:
More, from Dr. Aron can be found here, including this attribute (among others):
Depending on the context, you may be looking for timid:
Lacking courage is a common reason why people won’t try new things, meet new people, or go to new places.