Something is shallow if it isn't very deep. When you are in shallow water, it is often only deep enough to splash around or wade in, but not deep enough to swim in. When the tide is out at the beach the water is usually very shallow.
Something is sharp if it has a thin edge or point. Knives are usually sharp, as are the thorns on roses. You have to be careful around things that are sharp so that you do not cut and hurt yourself. Brokenglass has very sharp edges. The opposite of sharp is blunt.
Something is sheer if it is very thin and you can see through it. It is usually used to describe stockings or drapes.
It might also mean a long vertical drop, like a sheer cliff.
The woman in the picture is wearing a dress with sheersleeves.
