Not a silly question… 🙂
Are you sure it (the missing song) is synced to the shuffle? It has no screen, so you can use iTunes to confirm it’s on the shuffle. Select the shuffle in iTunes (click its device button on horizontal bar) to show its settings screen in iTunes window. Along the left side, under On My Device, click Music. To the right, the shuffle’s song list is shown. Can you find that song on the list?
If the song is not on the shuffle’s song list, one possibility is that this song is not stored on your computer’s drive. You may see it there in your iTunes library, but purchased songs can be accessed (to stream or download) from Apple’s iTunes Store servers (also known as « iCloud ») IF they are not stored locally on your computer’s drive. Song files must be stored locally in order to sync to iPods. I don’t think an error message is given if iTunes cannot sync a song for this reason.
To check this possibility, show your music library in iTunes. Set it for Songs view (using the control at right end of horizontal bar), to show a plain song list with columns. If the column for iCloud Download is not visible, make it visible (right-click heading row of song list to show/hide columns). The iCloud Download column is narrow with a cloud symbol in its heading. Find the song that is missing on the shuffle. If it has a cloud with down-arrow symbol in the iCloud Download column, that means it is being accessed from iCloud. Click that cloud to download it, and it should now sync to the shuffle.
If that’s not the reason for your problem, please post back with any additional details.