Admitting you’re behind might feel bad, but it’s also sharing responsibility.
Yeah, there's no shame in having problems with a project. A lot of times, as your manager sees that you're competent, they'll give you harder projects that nobody else could do. Not in a bad way, just because they're trying to find the right performance level to manage your time.
Even if it's an easy task that you just had problems getting with... that happens. Keep your cool, don't make too many excuses, and keep other people informed.