From Gamespot
Sakaguchi revealed that the shadows play a vital role in Blue Dragon's game system. They can be switched around to give different abilities to the characters, much like the job change system from the Final Fantasy series.
According to Sakaguchi, the developers currently plan on featuring approximately 200 different shadows for this "Shadow Change" system. He also disclosed that the skills from shadows could be mixed to make custom moves, which will allow players to advance their characters as they choose.
"We're trying to make the game that it won't be merely beautiful. We want to make it so gamers will have to react all over the place. We are hoping to really pack the game [with interactivity], so that when the player goes into a map, such as a town or a dungeon, they'll be excited about how many things [they] will need to react to," commented Sakaguchi.