Why is my guinea pig scared of hay ?

so . we have a guinea pig (for about 2 months ?) and the girl guinea pig is pregnant.and i read that they need hay . so we gave hay to the guinea pig . but then she suddenly jumped like crazy and went to her hideout . she seems scared of hay ( we never gave her hay before) so what we did was not to give her hay anymore cause she is scared of it . instead , we give grass . ANY ADVICE ?