What's a shadow, anyway?
First thing's first, you should probably take a look at the Shadow page - it covers the origin and nature of shadows themselves.
So why are they playable?
Following the shadow war, a faction of shadows in Sweetwater announced peaceful intentions, having seen the folly of war and deciding that ultimately there was no reason for further conflict - but their motives are, as with all shadows, not necessarily trusted.
In 476, research was finally completed on a soul pendant-like device enabling shadows to be bound to a physical form they are currently inhabiting - these are typically the bodies of beings that once lived and were born soulless or otherwise possessed by shadows during the time of war.
With the newly-dubbed 'shadow pendants', shadows were invited into Firmament, as the pendants offered a check against shadows' latent abilities to possess beings and the disquieting aura they would naturally exude.
What does this mean for me?
Shadow PCs are at all times equipped with a shadow pendant. It has been explicitly stated to be irremovable without someone that knows how to remove it - however, the nature of how this irremovability is maintained has not been revealed to date. What this means is that your shadow PC - while a shadow - can't just pop out of their possessed body if it suits them.
Shadow PCs do know that they are shadows, unsurprisingly, and are likely aware of the social connotations of being a shadow as a result. Knowing more or less is at their player character's discretion as, while shadows do communicate with their inscrutable superiors, there are no systems in place that force such communication to take place or force the master to divulge any specific information. This communication is conducted through the shadow's native language.
Shadows can have hosts that possess sacred families, but these are not inherent to the shadow itself. While mechanically there is no effect, if a shadow WAS to take on a new body they would have to activate the dedication again in character to have access to it.
Are there any special things I should be aware of?
Outside of the above, not really. Since there've been some questions in past, I'll give a few answers to them.
Q: If a shadow's body is destroyed, what happens?
A: Ideally, that wouldn't happen in the first place. Since the Shadow PC would not be allowed into Firmament without a pendant, they would have to find a new body first - possibly applying for a pendant if theirs was destroyed. While this does mean the shadow being is in a non-corporeal state temporarily, it's important to note that as there are no RP systems in place for handling such an event it is not allowed. The shadow PC would either source a new body (Most likely from their master), be destroyed depending on the events around their body's destruction, or simply remain incorporeal. The latter two options are essentially reason to +retire a character or leave them out of RPs until the issues are resolved.
Q: What are a shadow's legal rights?
A: Pretty much the same as anyone else's. However, no matter what the circumstances around losing a body are, You are probably not going to be convincing the court to give you a new one since that essentially entails murdering that person.
Q: Can a shadow have their host's original consciousness in their body?
A: It's never really come up. If the body was taken during the shadow war, you can be near guaranteed that the original host was completely evicted. If not, it'd be a huge nuisance and probably warrant quashing anyway.
Q: What if only a shadow's pendant is destroyed in an RP?
A: Make sure you have a staffer around - preferably nuku - and have discussed what's going to happen to break it beforehand. This should avoid any serious canon breaks if your PC is intending to try and exit its host body, but don't expect it to happen just on a whim during an RP. That's extremely bad form, and any PJs and PCs in that scene reserve the right to say 'What, no.' if it's tried.
Q: Do I have any special knowledge?
A: Do you? You might know more than a regular person about shadows, but given the nature of player characters that might not mean too much.
Q: Where do new bodies come from for these 'peaceful' shadows?
A: Shadows have always been partial to the braindead or catatonic; those from the war suffice. Some citizens of Sweetwater have suggested giving them the bodies of death row inmates to inhabit, since they were to be executed anyway.