Yes of course they are private, however if you are in a free chat area then there will be other users just like you, but it is anonymous. If you spend some time over at blogs such as you will find hundreds of amazing pictures of some of the girls you could meet online if you decided to go for a private play.
The guest rooms are full of guys like you so they are not so private how ever you want to take the girl to a one on one session then this is totally private and free of anyone else getting to see what you are doing. That is the beauty of these online types of sex shows. No one needs to know or find out about what you are into and what you truly do enjoy doing online. So do by all means feel confident enough to enter a session and see.