Judge shopping is a way of trying to get a favorable outcome for a legal case based on an individual justice's bias. This is not always illegal to do, but it is often considered unethical.
Certain districts have judges assigned to them, and different judges have different opinions about certain legal situations. A person filing a lawsuit might have several different places where they could choose to file. Judge shopping happens when they select a district based on the hope that the judge in charge there will be sympathetic to their cause based on that judge's previous rulings on cases of the same type.