The shadows have existed since the beginning of time, or well, the Shadow Realm has. The Shadow Realm didn't have any shadows until creatures came into existence in the Normal Realm, where everything you see is, and where we are. The first recorded example of a shadow in our realm was back in 241 AD, where a 3D shadow that looked identical to someone they were standing next to was written about in ancient texts. Those texts are still around today, however many copies have been made. The original was lost 500 years after it was created.
Every living creature has a shadow that exists in the Shadow Realm. They look identical to the originals, however are entirely black and white, as well as being able to change gender at will, or just being the opposite gender altogether. The personalities are usually opposite to their original counterparts, however in some cases it is false. The best example of this is Shadow, who is the shadow counterpart to Ira. Although Ira was born male, he decided to keep his gender and appearance.
the Shadow Realm
The Shadow Realm is a realm parallel to ours, holding all of our darker counterparts. Itself is an optical illusion, having no walls, yet the sky and ground are random. No part is the same, with giant forests being parallel to themselves ceiling to ground, or ancient and scattered cities. It is a wondrous yet terrifying place, as it is drenched in black and white, and every move could be your last. No one from the Normal realm has ever entered the Shadow Realm, as it isn't possible, unless you're Shot or Ira when she's with Shadow.
All shadows have the same abilities, being able to enter/exit the Shadow Realm, merge into actual shadows, as well as merging into those shadows and be able to come out of another anywhere in the entire Universe. There is another special ability they have, to where they can merge with only, and only, their original counterpart to become one unit and stronger. When merged, the original counterpart/host gains all the shadows abilities as well as keeping their own, however the appearance of the host changes, and their two minds merge into one until they separate. Perfect example is of Shiko.