Stop them there, otherwise they'll start on about shrapnel only being the stuff thrown out by Capt Harry Shrapnel's Patent shell, and all the rest is shell fragments. Enough!
In the good old days (pre SDR), cannons fired cannonballs, which were solid. Useful for punching holes in the side of wooden ships, annoying one file of troops in a formation or giving the Army/unit standard a really warry look.
Before long, a clever bloke figured out that you could make a hollow cannonball to be filled with some sort of explosive. This would be much better in an anti-personnel role.
Thus the shell was born.
About 1900ish, some more clever chaps invented TNT and so we gained the high explosive shell, after suitable mixing with RDX and HMX to increase the explosive effect at the target end and achieve a more efficient fragmentation pattern whilst de-sensitising the wildly unstable RDX/HMX fill.
Other shells have been designed to have a chemical effect, smoke, be filled with leaflets or rations, illuminating effect etc etc.