This expression coined by Maxime Koessler and Jules Derocquigny in their book "Les Faux Amis ou les pièges du vocabulaire anglais", (1928) is used to define words that just appear to have similar meaning in two different languages. They are called false friends or more technically false cognates, because they can deceive you, and if you are learning languages, it is very likely that you’ll run into trouble with them.

So, be aware of false friends! …like this one

For Spanish speaking people, embarrassed sounds like embarazada (pregnant).
And every teacher uses this quite worn joke as a reminder :

It can be embarrassing to be embarazada, (pregnant)! least if you learn from Spanish to English...