Your character will spend most of their time in Shadow. And if they're at all like most of the Family they will spend a large amount of that time in a particular Shadow that they have chosen to nurture. There is a comfort to the familiar, even if it's only the color of the sky or the way that water behaves.
There are also very practical benefits to having a known shadow where you spend time. Trumps are intrusive, useful mostly for emergencies. Those who want to speak to you will need somewhere to actually find you.
Further, even without much effort, a Scion of the Realm has a massive influence on any shadow that they spend time in. So your home shadow can become power-base and refuge all in one, particularly if it is part of the Golden Circle.
Of course, it's also one of your greatest vulnerabilities, because enemies know that they can harm that shadow in order to get to you. Which is yet another benefit of the idea, in terms of drama.
Rather than spend a huge amount of energy building a catalog of Shadows, most of which PCs will never visit, I'll be asking each player to describe their favorite Shadow. Then I'll use them as much as possible when I need a spare Shadow for something to happen in.