There are many explanations for this phenomenon and no two agree: your mage may have attended the legendary Black School, where the Devil who runs the place took the hindmost as payment - in this case, your character's shadow. Or maybe it got trapped in a mirror or left in a little girl's bedroom - which is better than the alternative, for some believe if it escapes, it runs around as your Evil Twin. In any case, you character casts no shadow or reflection, and this may cause many problems, especially because this is a common flaw among the Nephandi.
—Mage: The Ascension - Guide To The Traditions
His shadow was indeed gone again. It did that quite often, sometimes disappearing for hours or even days. Earl always hated that. He just knew that wherever it went, it was having a better time than him.