When my husband proposed, I think I looked at him in disbelief, but I don't think that I covered my face with my hands. In fact, I can say with all certainty, that even when I'm REALLY surprised I don't cover my face (but I do make silly faces). This article says that I'm in the minority. It is really common for people to cover their faces after receiving a marriage proposal.
Marriage proposals can get pretty creative, but often the reactions are the same. Women typically cover their faces once they realize what is happening. Psychologist David Rose says our faces tell people what we're feeling, and at the moment of a proposal, the emotions are so intense that not covering the face would feel like being naked in public.
Rose told NPR that it might be cause for concern if a woman doesn't engage in this form of "shielding." He said:
"It's as though the woman is thinking, 'Oh, my god, this is going deep into my soul, what am I showing here?' When I see the very few who don't do it, I wonder, what does this mean? Are they unusually non-emotional? Does it mean they don't care about this guy? I don't know."
P.S. Hey! Congratulate me on my dedication! I had a lot of extremely unexpected stuff to do today, and this is the first time I've had to myself in almost three days but I'm here POSTING FOR YOU, dear reader. Ouch, I think I just twisted my arm patting myself on the back...