It’s a joke. It follows the groundhog story. The groundhog sees its shadow and it means we have 6 more weeks of winter. It’s just a dumb thing but this joke is based on that.

The shadow thing refers to a North American tradition:

https://en.wikipedia.org/wiki/Groundhog_Day

Groundhog Day is a tradition observed regionally in the United States and Canada on February 2 of every year. It derives from the Pennsylvania Dutch superstition that if a groundhog emerges from its burrow on this day and sees its shadow, it will retreat to its den and winter will go on for six more weeks; if it does not see its shadow, spring will arrive early.