What does it mean to be born with shadow on the lungs?

Wording issue: I would guess you are talking about x-rays, because interpretation is made by interpreting various shadows. The term you ? Is very non specific. There are normal organs like the thymus, that can produce an oddly dense feature that overlays the heart and lungs & might be interpreted this way. Other "shadows" are est explained by the people with the x-rays in hand to look at.