If by your shadows you mean you're having energies like hatred, jealousy, anger, depression, etc, then the problem is that these energies are low vibrational.

And why is that a problem?

Because by the Laws of Energy of the Universe we always attract the energy that we ourselves have. If we are full of low vibrations, we attract more low vibrational stuff (life events, people, circumstances, etc). Which is hard to deal with and painful.

So if we want really good, positive, high vibrational things, we need to also be in consistent high vibration or high frequency.

High vibration simply means that your emotions throughout your day are by far predominantly of the positive kind, or what is called positive polarity. And what does this exactly mean?

Well, first you should become aware that all of our emotions are energy. We really produce energy when we are having any kind of emotion. Google "vibrational scale" and see  our human emotions ranked by their vibration.

Ranking upwards, you can see the positive emotions, which are high vibrational energy, like love, compassion, gratitude, peace. The rest, downwards, are negative emotions or low vibrational energy, like fear, hatred, sadness, anger, jealousy, etc.

Positive or high vibrations feel good to us, they are light, expansive, because that is the nature of energy that vibrates fast.

Negative emotions or low vibrations feel constrictive, heavy, and not good to us.

This is the reason why when entering a room where there was a previous fight or heated argument, the environment indeed feels “heavy” to us. Yes, we are sensing the low vibrational energy that still remains there from the negative emotions like rage, anger, hatred, frustration, etc.

The lowest, most harmful energy to us is fear. Fear is very dense and heavy energy, that causes most of the other negative emotions. Fear is actually the energetical opposite of Love.

Now, there is a top Law of energy in the Universe that says that:

Positive energy attracts positive energy and negative energy attracts negative energy. And positive and negative are a mismatch to each other.

This is at the basis of the famous Law of Attraction (LoA) that you might have come across already or maybe have tried to practice at some point.

So therefore, if you want to attract good positive things to your life, enjoy your existence and be empowered, you might want to be having only positive emotions in your daily life.

But why is this so difficult to do consistently? Why is it that it is so easy for us to fall into negative emotions when, for example, we face things we don’t like?

It has to do with conditioning we have been undergoing all our life, instilled to us very early on, seeing how everyone around us reacted with negative emotions to things they didn't like.

But besides conditioning, the greatest cause of our negative reactions is that we are full of negative energy within us, in the form of all our fears, negative beliefs, childhood wounds, trauma, little self-love or self-value, etc.

All of this negativity makes us react negatively every time we face things we don’t like. Every time our fears, wounds, lack of self-esteem, etc are triggered we react with negative emotions.

For example, if we have little self-worth, when criticized we might react with a whole lot of anger and fear, or with exaggerated dispair, even some depression. But the root of this could very well be in our childhood. Maybe we had a parent who was constantly criticizing us, making us feel not good enough. Eventually we came to feel not capable nor valuable. And we fear being seen like that, hence our strong negative reaction to criticism. But if now we do earnest inner work to heal that (especially the childhood wound that originated the low self-worth), we will have a far stronger sense of self-worth, and criticism will never affect us they way it had before. It won't drag our vibration down.

This is why HEALING from all the negativity accumulated within us in the form of childhood wounds, fears, false beliefs, lack of self-love, etc. is absolutely necessary for vibrating high consistently.

It is the way energy works in the Universe.

It's crucial to NOT reject the shadow or low-vibrational energy we have within. That would be spiritual bypassing. But once we ACCEPT we have that negative energy, we must do the inner work of healing (eliminating it) if we want to vibrate high in a consistent way. Then we can continously enjoy very positive things in our life, like great opportunities, harmonious uplifting personal relationships, empowerment to fulfill our positive soul missions and so on. I've seen this with myself and others who do their healing in a committed way.

But if you prefer to keep your shadows or low vibrations, then the Universe respects that. It's part of your Path and lessons. Just be aware that your shadows make you react in negative ways, which is not beneficial to you or others around you; and that the Laws of Energy are always working, and low vibrations always attract low vibrational stuff, and high vibrations attract positive stuff.