DD is my first baby. However, I have a 12 year old step daughter and a 7 year old stepson. (They visit for a few weeks at a time every month and a half or so. The first time they visited DD was about 3 weeks old).
I was very concerned about feeding her around them--and worried about stories going back to their mom about seeing me flash my boobs or something. At first, I would sneak off to the bedroom and close the door. But I couldn't always do that when I am watching the kids by myself. Now, I generally use a nursing cover unless I have a really good nursing top that covers nearly everything.
Funny thing is that the 7 year old boy is always trying to sneak a look and see what is going on--he seems really interested in the whole breastfeeding thing, lol. If I can act ok with it, then he knows breastfeeding is normal and healthy. It gradually becomes more routine, and we are all still getting accustomed to it around here.