Hello @Dragonfly97,
Shadow Work is the beneficial practice of delving deep within onself to face your fears and work through internal challenges or blockages with the goal of finding inner peace and stability. Although it is a wholesome practice, it involves a lot of hard work and can be both emotionally challenging and very difficult.
It is a complex area and what it entails often depends on the witch themselves. For a full overview and how to get started, there’s a Shadow Work Course that has you covered:
It is often advised to do Shadow Work in tandem with therapy and lots of self-care. It really can be challenging, so if you decide to embark on a journey into yourself, plan time for rest and recovery too! Here are some places with ideas for Self-Care work 
Although Shadow Work may touch into past lifetimes (particularly for those who believe that trauma or experiences in past lives may influence the current life), exploring past lives is something that can be done outside of Shadow Work.
There was a past challenge all about past lives- I recommend scrolling down and reading through the comments from the coven! There are some wonderful ideas and suggestions about how to go about exploring past lives there 
You can also explore other discussions about past lives in the forum- I hope you’ll find lots of ideas and information to help inspire your journey! 
Good luck and wishing you all the best, Dragonfly! 