さっそく is an adverb/no-adjective that basically means "without delay" or "promptly" when used positively:
- さっそく始めましょう。
Without further ado, let's begin!
But in a negative context, it can have a connotation of "hastily", "too soon" or "skipping the usual preliminaries":
- さっそくで申し訳ありませんが…
I apologize for the rush, but...
- え、さっそく?
Huh, so soon? / Oh, already?
- 彼は初日にさっそく失敗した。
He made a mistake all too soon on the first day.
This 感 is a suffix. Traditionally, it follows a fixed set of difficult kango (e.g., 罪悪感 "sense of guilt", 多幸感 "euphoria"), but informally, it can follow various words or clauses to say X-kinda feeling, X-ish vibe or X-ness.
When combined, さっそく感 forms an informal noun phrase that refers to a sense of hastiness or being rushed. さっそく感が恥ずかしすぎる means that someone's statements or actions are so hasty or eager that they become embarrassing.