How are shadows formed?

How are shadows formed?  In Peter Pan by J. M. Barrie, Peter loses his shadow when Nana the dog grabs it as Peter escapes out a window. Finding the shadow, Nana’s owner, Mrs. Darling, rolls it up and puts it in a drawer for safekeeping. Real shadows are more ephemeral. Try to grab a shadow, and your hand will simply pass into its shade. Try to jump on your own shadow, and it jumps with you, ever connected to your feet.