Well, in the story, a Shadow looks exactly like their human counterpart, only Lights can identify Shadows (and even they don't usually get everything right when they've just started). So, as mentioned in the letter, no normal human can identify Shadows, they can only guess.
In the game, there are two segments that clue you in on who the shadow is. For example, before starting the timed section, the overseer says "so please be right", this is to hint that the answer for the first one is "right". The last one is also heavily implied, with the left one glitching, it's implied the "left" is the Shadow, but because the question for the last one is switched to "who is not the shadow?" the actual answer is "right".
The second and third are up to you to guess but, in an earlier draft I made, the Shadows didn't like their appearance much, so most were known to cover up a lot (wear more clothes, hide their face during photos), the art was made at this stage, before many points were changed.
Thank you for playing! :D