Considering Shadow was apart of a scientific experiment named Project: Shadow, it can be assumed that that is his name.
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Because they are hedgehogs.
They're the Hedgehogs.
Faster than the speed of Sound!!!!
Silver the Hedgehog, Shadow the Hedgehog and Amy Rose the Hedgehog.
He doesn't have a real name. His real name is shadow. However he sometimes is called " The Ultimate Lifeform" or " The Black Hedgehog" Eggman refers him as "Android"