The original iPod shuffle has a status light on both its front and back. The front status light displays green to indicate iPod shuffle's play activity or orange to show its connection status. The back status light displays green, orange, or red to indicate the battery charge when you press the rear button, and will display orange when iPod shuffle is connected to a computer.
You'll find a quick reference card inside your iPod shuffle box that explains status light behavior in detail. Here is some additional information on status light activity.