Nothing, some people don't like to be the center of attention. So if someone offers to have one for you just gracefully turn them down. If someone really wants to buy you something they will. But sometimes you can't help it, like work my have a "meeting" that is a surprise shower. Or someone my never talk to you about one and have you come over for a surprise shower. In that case you have to accept it.
Absolutely nothing! I have several friends who did not have them owing to their Religious beliefs and everyone respected their wishes. You don't need a baby shower to have a baby!
Re: No shower