A "shen" is an abbreviation for "shenanigan." This word is used as slang between people who make a regular hobby out of causing mischief. These people often call themselves "shensters."

A shen is generally a NON-HARMFUL prank that causes confusion and hilarity but not pain or damage. They are committed by people who just like to tweak reality, not people who do it to humiliate their subjects or get revenge. There is a big difference between shensters and assholes.

The word "shen" was somewhat popularized by the Happy Mutant Handbook and people like its authors.