Lost in Shadow opens with a very realistic-looking cut-scene where your character's shadow is separated from your character with a massive sword and thrown off the top of a giant tower. But since it's a shadow, it survives. Now you've got to figure out as the shadow how to get yourself back into your body. The journey isn't easy, though. It's a long way with lots of detours that you have to figure out how to manipulate the shadows correctly to pass through.
Lost in Shadow is a side-scrolling 2D platformer. As such, you can really only go forwards and backwards, jumping to reach new areas, falling off of platforms to get to hidden sections, crouching to crawl through smaller areas, and several other tricks of the trade. But there's no wandering around a 3D universe and really no way to get lost. You start at the beginning of a level and move forward until you reach the end. You will hit some detours, though. When you see a swirling black doorway, it is a Shadow Corridor. Sometimes they're not necessary to complete the level, but you probably should check them out to make sure. Plus, you gain experience when you go through them, so they're very handy for leveling up your shadow.
At first, you're going to think that Lost in Shadow is a game with no enemies. You won't reach any enemies until you get into the tower, which will take you about an hour, give or take. After you get inside, you'll first run into normal enemies. These guys have red eyes. You'll be able to kill them with a sword that you'll get near the beginning of the tower. Granted it's still a shadow, but it's perfect for killing shadows. You can attack while both jumping and crouching and I recommend that you make sure to learn both well as you're going to need them. You'll also find that you have to get pretty darn close to the things that you're attacking since your sword isn't very long. Further on in, you'll face more difficult enemies that your sword won't be able to kill. You'll have to figure out how to use the shadows on the board to kill them. It's a long way to the top of the tower, but if you keep on going, you'll make it eventually!