Not Updated For Current Season
The masteries shown here are not yet updated for the current season, the guide author needs to set up the new masteries. As such, they will be different than the masteries you see in-game.
Ruby Crystal = More health. You can regain health with your Vorpal Sword is you need to.
Boots of Swiftness = More speed. Good early game.
Sunfire Cape = Health + Armor + Damage Harassement is good for a tank like Shen.
Randuins Omen = Good Survival tank item.
Warmogs Armor = **** load of health and health regain.
Thornmail = Anti-DPS
Force of Nature = Some magic resist, health regain, and a health regain and movement speed boost.