I mean, of course, but sounding obviously foreign isn't so bad if your meaning can be understood and you haven't accidentally said something with a wildly different meaning than intended.
People really overestimate the importance of this. If you go to le or la gare doesn't matter much. But if you don't know "gare" in the first place you could have a harder time.
Also "embarrassing yourself" doesn't happen because everybody loves it when n-th (for any n > 1) language speakers attempt to speak their language.