Sasha, I think this is a commentary from the song writer telling the person, "when you go, no trace of you will remain in my heart or head." It could either express sadness or bitterness, because of a disagreement, argument or the end of a relationship. Music lyrics are hard to interpret, like most works of art, they are left open to interpretation. It can also be an idiom, but I searched for the phrase and didn't find it on the internet. I hope this explanation is helpful.

Sasha Privet, It is difficult to fully explain the meaning as it could be one known only by the writer. However making it simple English may help. There is no shadow when you are gone. Literally when your not at a place neither is your shadow. Maybe this was the meaning. However I think it is about someone dying and maybe they were trying to remain positive. Shadow can be used as a word for sad feeling :) Brad

It's probably worth mentioning, just in case, that "ain't no" is a double-negative. It's very common in songs and in everyday speech, and it's ok as long as you're initiated into its meaning. When someone says "there ain't no shadow", they mean "there's no shadow". An English learner trying to parse the meaning out of "there ain't no shadow", without understanding the nuance, will get the meaning "the is some shadow" which is not what's intended. It's not common to see a double-negative used in a way that's meant to be taken on face-value, but it happens.