Shame is a painful feeling that's a mix of regret, self-hate, and dishonor. A good person would feel shame if they cheated on a test or did something mean to a friend.
Feeling shame — or being ashamed — is one of the most miserable feelings of them all. When you feel shame, you feel like a bad person and regret what you did. If you're trying to make someone else feel bad by scolding them, you're shaming them. People also often say, "That's a shame," when something bad happens — meaning it's sad or a pity.