A shell is a piece of software that provides an interface for users. Nowadays the term shell is mostly used for command-line interface (CLI) shells (People tend to use the term Desktop_environment rather than graphical shell).
Default /bin/sh shell
Default Interactive shell
The default interactive shell is bash (it's defined in /etc/adduser.conf then copied to the user profile, see chsh(1) manpage).
Debian provides many different shells ( see http://packages.debian.org/stable/shells/ ), many of them are still provided for compatibility with existing assets.
The main shells:
bash - A very powerful shell, with very good interactive interface.
fish - Another friendly interactive shell.
Note on some other shells:
csh and tcsh should be avoided as scripting languages. See Csh Programming Considered Harmful, one of the comp.unix.* FAQs, which can be found at http://www.faqs.org/faqs/unix-faq/shell/csh-whynot/.