In the intro sequence, Sonic passes out in front of Shadow.
Just as there was no way out of running into water in many Sonic games, for Shadow the more lucrative path is always high up and he has to confront his fear to get there. A total flip on Sonic's fear, which takes place in the depths. So what is Shadow's fear? ACROPHOBIA, the fear of heights. The easiest way to die in Shadow's game is in falling to your death. On the other hand, he has fallen from space TWICE by now, and had horrible, horrible things happen to him high up in space. And fear is no use when you're being made into a living weapon. But in Sonic games, water was a huge obstacle and became a canon fear for him.
One of the things people complain about most in the whole game is the way there's so many pits and you're so likely to die in them.