HOW TO SHADOW
STEP 1
First thing you should think of is a text you're going to listen to. There are actually a lot of options. You can simply find a video on YouTube that seems interesting to you, check if there are subtitles and if a speaker is a native. If not a video, then you have another option that can be even simpler: open a textbook you're using to learn your target language and find a text or a dialogue that has an audio; or else check out some podcasts on the internet that have scripts and go for it!
STEP 2
The mistake number 1 is to start shadowing just after you chose a text. Don't hurry up! In the beginning you should read the text you have; look through all the words that may look confusing to you; listen to that text at least three times (the more the better) and then start repeating each sentence after the speaker, i.e. you have to make a pause after each sentence (sometimes half of a sentence) you hear and repeat what was said.
STEP 3
As soon as you feel comfortable with the whole text and the audio, you can start shadowing! Turn on your recording/audio and try to speak along with it as close as possible to simultaneously!