What parts of the body are first affected by shock?

Totally depends on. Type: septic, hemorrhagic/hypovolemic, cardiogenic, anaphylactic, neurogenic, metabolic, pulmonic. The end commonality in all is that you get vascular dilation so severe that the blood pressure ultimately bottoms out and you don't get perfusion to critical organs causing multi organ system failure. In the ICU we give patients pressors to maintain their BP. The brain & heart take the biggest hits.
Impact on all organs. Shock = decreased blood flow to organs & organ systems. Organ failure seen clinically will be dictated by the cause, degree & duration of shock, & the preexisting condition of the patient. Profound shock will eventually result in failure of all systems. But we are designed to divert blood flow to the heart & brain, from skin, muscle & abdominal organs first. All organs are at risk over time. Mfm.