Shana is the Titular Character in the Shakugan no Shana series of Media
Fanon Ideas so Far
She likes Melon Bread. (Sigh) Not good enough huh...? Well in that case:
It's actually unknown what her real name is. Yuji, who would end up being an ally of hers, thought of the Shana name, after the sword she wields: Nietono no Shana in an attempt to humanize her.