I've only ever nursed with a cover on when I was outside of my home. I personally feel more comfortable that way. I'm terrified of someone trying to sexualize what I'm doing, even though it's so far from it!
It was scary at first, but the more you do it the easier it becomes. No one has ever said anything to me, and I've nursed him all over. In restaurants, waking through the grocery store, the bank, church, etc.