I am a big proponent of stories having a good message. This is why I do not get tired of the "power of friendship" trope seen in a multitude of anime series. Shy is no exception to this, but for a different reason.
Shy ultimately is about a young girl who is also a hero. She is not used to attention; hence she acts "shy" in these situations. On the surface this should be a boring show, but we are provided an interesting discussion about dreams and the past colliding. Each hero has some sort of past that troubles them, and that past literally tries to stop the heroes. The way the show goes about resolving its dilemmas is intriguing and worth the watch.
This show also provides another aspect that makes it worthwhile, and that is the ability to find courage in others. All throughout both seasons, Shy finds herself unable to be strong enough. She isn't cured instantly by a speech from a friend but is given a couple chances to find her own strength and bring it in harmony with her friends. This is how Shy approaches the "power of friendship" trope, but in a different manner.
Ultimately, this is a well written, and animated show that is worth the time spent watching it. It is not surprising that this show gives more heart than the light and fluffy exterior would make you think considering how important one's heart is to the narrative.