It's probably her newness that make her unsure of the situation. Most dogs at that age have started to develope a
sense of family (their pack) and know others as outsiders.

I agree that signing her up for obedience classes ASAP will
help a lot. It could help her with confidence issues and also
help establish a bond of trust with you.Best of luck with the
lessons.

p.s. Puppy training classes can be a lot of fun.