Have you ever seen a cannon or a big gun? When people use them, they put something inside the gun that is called a shell.
A shell is like a little package that has explosives inside of it. When the gun goes off, the shell goes into the air really fast towards the target.
When the shell hits the target, the explosives inside make a huge explosion that can do a lot of damage.
A shell is kind of like throwing a water balloon really hard - except instead of water, there are explosives inside!