Accepting a workplace's culture and structure is a part of working
there. So of course I can't change my desk; What do I do to cope with
Most folks find that uneasiness in an open office setup goes away after a while. Basically, you eventually get used to it.
Depending on the culture/structure there may be a few things you can do.
Sometimes, reorganizing your individual workspace can help. Moving your keyboard and monitor around can sometimes give you a better angle or line of sight and make it feel less like you are being scrutinized. Some folks like to be looking toward a window; others like to be looking away from a window.
Some folks find that customizing your space with personal items makes it feel more comfortable. Pictures, a lamp, etc - these can make it feel more like "your space" and less like "out in the open".
In some shops workers wear headphones or earbuds and listen to music. In more open settings I found that this helped me concentrate on my work more and more easily ignore those around me.
In some shops, getting up and getting some water or coffee/tea provides the short mental break needed to help cope well.
But often, it's just a matter of gradually getting comfortable with the work setting as it exists.
Give it some time, and perhaps try a few of these suggestions.
(Personally, I abhor an open office setting. I think it's a terrible thing to do to knowledge workers who need to be able to concentrate to be effective at their work. Still, it's what many companies do these days, so sometimes you just have to make the most of it.)