Some TMNT stuff really isn't for little kids.
Shadow Jones is the daughter of Gabrielle Jones, the stepdaughter of Gabrielle's husband Casey Jones, later stepdaughter to Casey's second wife April O'Neil, and a beloved adoptive niece of the turtles as well as the adoptive granddaughter of Hamato Splinter. She is counted as a member of the Jones, O'Neil and Hamato families.
Shadow is the daughter of Gabrielle, a waitress at Goathead, Colorado cafe "Graham's Goodtime Grill". Gabrielle would soon meet Casey Jones at her cafe. As Casey one day on one of his strolls accidentally killed a young purse snatcher, he set out on a self-discovery trip. During his journey, he came to Goat Head, Colorado, and met in "Graham's Good Time Grill" the waitress Gabrielle, who took him into her trailer home after Casey was robbed of his car and possessions. At some point soon after, Casey and Gabrielle (whom Casey called Gabe) began an intimate relationship, and later Casey discovered that Gabrielle was pregnant. But the pregnancy was already four months along, and Casey wasn't the father. Though she expected him to leave her, Casey surprised her by staying. Over time, their relationship advanced and soon they were married, and planned a life together as a family. But this bliss was cut short when Gabrielle tragically died in childbirth.
With no other family, Casey became Shadow’s legal guardian. Before returning to his mother in New York, Casey scattered Gabe's ashes over a cliff. After reuniting with his mother, he saw April O'Neil (who would quickly become Shadow’s adoptive mother). Shadow grew happily in a large family, which included not only Casey and April, but the Turtles (her adoptive uncles) and their adoptive father/sensei Hamato Splinter (her adoptive grandfather). Developing a particularly close relationship with Michelangelo and Raphael, who were living with them in the apartment complex at that time, Shadow became fond of video games (TMNT Vol. 2, #13). She once told April she wanted a baby brother.
Though not originally given full ninjutsu training from childhood like her uncles, eventually Raphael volunteered to become Shadow's sensei instead of letting her beginning training with the Foot Clan, after Raph learnt from Renet that Shadow's likely future in the Foot was to die young at the hands of a Foot Mystic. Raph was shown a likely future scenario where he trained had trained her, and she did not die young, but the future Shadow instead matured into an angry and violent young woman with the same anger management issues that Raph had similarly always struggled with. This Shadow instead had become an outcast of the Hamato family after she lost her temper and blinded future Donatello. After the unexplained disappearances of April and Casey, the rogue Shadow sought to reunite with the still unforgiving and now thoroughly mentally ill future Raphael, who had started living feral in the wilderness and still wanted nothing to do with Shadow. Both their tempers flared and they ended up fighting, until Shadow blinded Raph in one eye in a rage-fueled reflex. She decided not to kill him, and they parted ways again as alienated family. Though Renet advised the present-day Raphael that none of the future scenarios she showed him were guaranteed to happen, Raph chose to start training Shadow anyway so she had a greater chance of living a longer life, even if it would likely end up in the unhappy scenario he had just seen.
After an episode in which she and her family, among others, dealt with Lilith and werewolves, April and Casey sent her to Northampton, where she lived under the care of Splinter and Stephen, with her Master Raphael as a frequent visitor.
As a grown teenager, Shadow started a relationship with a boy from the area, Jay. Since she kept certain details of her life from him, Jay followed her one day secretly back to the Jones Farm, where he was caught by Metal Head and learned of the existence of Splinter and the Turtles (TMNT Vol.4 #6-7). Later, however, Shadow had learned to her horror that Jay had joined the corps of a radical xenophobic group called Xihad that was rigorously and ruthlessly against extraterrestrial influence on Earth, recently introduced by the Utroms (TMNT Vol.4 #24).
As she grew older, Shadow were taught the basics of self-defense, in which she proved to be a very gifted student. For various reasons, the Turtles have, however, up to now decided not to teach her all the secrets of ninjutsu. Often Shadow does well in heavy fighting because of own talents and intelligence as well as the help from her uncles. Eventually, Raphael volunteered to start training Shadow, and by the time she was college-aged she had become a capable ninja.