First, take a deep breath and repeat to yourself "The computer is my friend but I am its master.";-)
OK, first you have to select the shadow. This is kind of easy if the shadow falls across one or just a few colors - like if the shadow's on the lawn. In this case just click on it with the Magic Wand Tool.
It might be easier for you to use the Selection Brush because you'll have more control. If you don't know where the Selection Brush is in the Toolbar, press A on your keyboard and its location will highlight. It's there with the Quick Selection Brush. Up in the Options Bar, starting over on the left side: 2 groups of little boxes, the first is "Add To Selection" and the second is "Subtract From Selection". Click on "Add..." because you're starting out and want to make a selection. Next is the Brush Selector. Pick a fuzzy edged brush if the shadow has fuzzy edges and a hard-edged brush if the shadow is on concrete or some other hard surface and has a distinct edge. Next is "Size". You want to start off with a large size so you can quickly do most of the shadow except along the edges. "Mode" is either Selection or Mask. Choose "Selection". "Hardness" you don't want to brush to be too soft so increase the Hardness to around 60%. Now start painting on the shadow to select it.
When you get most of the shadow selected you might have some small places to do. Zoom in and make the brush smaller to do this.
If you accidently, select the area outside the shadow. Click on the "Subtract From Selection" set of boxes up in the Options Bar and "paint" over the mistake.
When you finish selecting - and SELECTING IS THE HARDEST PART so take your time with it and do a good job - anywho, you can now put the shadow on its own layer by pressing CTRL+J on your keyboard or you can just use the Enhance Menu to lighten it in place without moving it to its own layer. Because the shadow is selected, only it will be changed and the rest of the photo (that's unselected) will stay the same.
Besides lightening it, you might also see what lowering its opacity does. Opacity is "see-through-it-ness". You can find the Opacity slider in the Layers Palette. It's the little rectangle that says "100%". Click the little arrow on the right side to bring up the slider.