Hello Demosinger,
Thanks for posting in Apple Support Communities! I'll be happy to do what I can to help out with our new iPod shuffle and iTunes.
To check the basics, have you restarted your Mac and shuffle, and then tried again? Turn iPod shuffle off, wait 10 seconds, and then turn it back on again.
Make sure you're plugged in directly to your MacBook Air, not an external keyboard or hub. A USB 2.0 port is shown in the iPod shuffle 3rd gen manual.
If iPod shuffle doesn’t appear in iTunes or the Finder, the battery may be completely discharged. Let iPod shuffle charge for several minutes to see if it comes back to life.
Next, verify that iTunes is up to date by going here: Update to the latest version of iTunes. If you're using macOS Mojave 10.14.x iTunes is automatically updated to the latest version.
If you want to verify which iPod shuffle you have, this article can help: Identify your iPod model. If you have the 2nd gen, here's the link for that manual: iPod shuffle 2nd gen
Also check out this article for additional information: If iTunes doesn't recognize your iPhone, iPad, or iPod
I hope this information helps you out. Cheers!