Spells your opponents control can target Shanna.

Shanna's ability that modifies its power and toughness applies only while it's on the battlefield. In all other zones, it's a 0/0 creature card.

As long as it's on the battlefield, Shanna's last ability will count itself, so it'll be at least 1/1.

Because damage remains marked on a creature until it's removed as the turn ends, nonlethal damage dealt to Shanna may become lethal if other creatures you control leave the battlefield during that turn.