Sometimes, the best thing to do when you’re uncertain is to experiment, anonymous. Your mimikyu may seem shy, but you never know if she would be perfectly fine in a public setting if you never give her the chance to try it. Besides, if she’s feeling jealous of the fact that you bring your sylveon and pikachu to class, giving her a chance will allow her to decide whether or not it’s worth it.
That said, for the most part, nervous or socially awkward pokémon can handle public situations if their trainer is close by and capable of keeping them calm. Before bringing her to a lecture, consider exposing her to slightly less populated settings (such as a quiet park or street) and teaching her how to heel. Gradually expose her to louder and busier areas until you reach something comparable to your lecture hall. Then, when you bring her with you to class, keep her close by (in your lap, if you have to) and reassure her every so often with physical contact.
If she can’t quite tolerate the classroom and if she is still feeling jealous despite this, consider doing other things to keep her both entertained and reassured. Study with her and explain your lessons and notes, for example. (This is an excellent way to study for an exam or work on a paper, by the way!) Alternatively, include her in non-academic activities, such as chores around the house, an extra half an hour of playtime, and so forth.
If, however, she enjoys being out in public, when it comes to other people, show them (through the way you interact and handle your mimikyu) that she’s harmless. A fear of ghosts is perfectly natural for humans, however, so keep in mind that sometimes, shouts of surprise or fear are inevitable. Just focus on keeping your mimikyu calm and happy and think about others’ reactions only if they pose a danger to her or if there’s any way you can put their minds at ease without an argument.
The Pokédex According to Bill 