[Huh. He's actually surprised that Junpei doesn't know considering he's a Persona User. Weird. Well, he'll explain it as best he can.]

The shadow is your other half. The part of you that you don't want others to see, that you aren't proud of. Shadows and personas are two halves of the same coin.

[He hopes that helps. He and most of his team didn't have to face their shadow, though Futuba kinda did. Hers was a unique case.]