Con of shade:
Killed by salamander and you lose 2 lp due to early iczer and possible loss of co-ordination with your soul skills.
Pro of shade:
Guarantees a level 3 unit turn 2 without the possible loss of 1 sp.
Things to note while using Shade first turn:
Do not set up your SS up expecting shade to be killed first turn.
Do not make your deck rely on the sp that you gain back from shade being killed first turn.
Keep a soul pact on you in case Shade is not killed first turn and use it to raise Shades attack turn 4 to nuke off an enemy unit from the back lines, while gaining the sp to guarantee a level 4 gets played the next turn.