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.
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:
[Highly sensitive persons] may process sensory data much more deeply and thoroughly due to a biological difference in their nervous systems. This is a specific trait, with key consequences for how we view people, that in the past has often been confused with innate shyness, social anxiety problems, inhibitedness, social phobia and innate fearfulness, and introversion.
More, from Dr. Aron can be found here, including this attribute (among others):
You are also more easily overwhelmed. If you notice everything, you are naturally going to be overstimulated when things are too intense, complex, chaotic, or novel for a long time.
: not serving to adapt the individual to the environment