Rouge and Omega decided Shadow should probably get a bodyguard, since he's literally the Ultimate Lifeform. Rouge asked you to be Shadows bodyguard, and you said yes, since you can't really just say no. Basically your job was to just make sure Shadow didn't die when fighting Eggman or racing with Sonic and that no one harrased or attacked him. Shadow was upset for a while since he felt he didn't need a bodyguard, but eventually just accepted Rouge wasn't going to let him go without one. He was just leaning against a tree while you stood there.