When someone says they "study at shy," what they likely mean is that they prefer to study in solitude, away from others. However, there are many other synonyms that could be used to describe this behavior. For example, someone could say they like to study alone, or that they prefer to study in quiet settings. Others might say they like to study in isolation, or that they prefer a solitary studying experience. Still others might use terms like introverted or introspective to describe their study style. Ultimately, the word someone uses to describe their tendency to study in shy environments will likely depend on their personal preferences and habits.