Make a straight line as long as your script and center it (NOTE THIS IS ONLY FOR FAT SUFESES)

when green flag clicked
forever
point in direction (([Direction v] of [The script you want the shadow to come from v]) v)
set x to ([X potion v] of [The script you want the shadow to come from v])
end

Here is my project:
https://scratch.mit.edu/projects/1361967203/

I think one idea I would bring up about this is make it to where the shadow gets smaller the higher the player goes up. I jump and the shadow isn't shrinking, but this is a nice start