Tzni'ut, or modesty, is the concept of not standing out--commonly applied to attire, behavior, or speech--and includes privacy and separation of genders. Jews should not exhibit their bodies--but they should also not speak unnecessarily loudly, be boastful, or do anything that attracts attention to themselves. Tzni'ut applies between people and other people and also between people and God. 
For tzni'ut in attire, see ATTIRE.