The video in the other comment is great, but doesn't really get into how useless this "tool" is for everyone. We never had a shutdown before the 80s, and they have turned into annual talking points. Each shutdown the rules are a bit different depending on length and if partial budgets get passed. Defense sometimes gets its own budget passed so they don't shutdown.
In a shutdown, federal employees don't work. It may sound like this will save the government money because people won't get paid for their non work. This isn't true, a vast majority of government employees continue to get paid, so the government is spending money it doesn't have and no work is getting done. Government contractors don't make new money during a shutdown. Large government contractors anticipate this and will plan a 14 day shutdown into their budget so they can keep working. This means they just have to over bill the government the rest of the year. Smaller contractors are the ones who actually get screwed out of pay and work, and usually subcontractors of contractors as well.
If it sounds like this doesn't help anyone, you'd be right. It's a bit of political theater that was more or less invented in the 80s so that congress can make the sitting president (probably from the opposing party) look bad. Government spending is never more inefficient than during a shutdown, so if you actually cared about spending, you would avoid them no matter what.