Have you made sure that your shuffle is on when you plug it in?
I have to tap play to use my shuffle. Try that.
If not. Go to Apple Menu > About this mac > go to your USB devices > and does it appear?
If it does. go to <harddrivename>/Applications/Utilities/Disk Utilties Find your shuffle and click Verify Disk Permissions.
This should work. If not try clicking format insted.
Hope this helps.
Charlie