A shadow is formed where light is 'missing'.
A dark shadow (umbra) is formed where no light falls and a light shadow (penumbra) is formed where some light falls, but some is blocked.
These terms of 'umbra' and 'penumbra' are used to express ideas in astronomy
So, why are some shadows lighter than others?
Shadows Formed Outside - from sunlight or moonlight
On a sunny day, most of the light is coming directly from the sun, but some of it is coming as blue scattered light coming from the sky.
This hits you at all angles as it comes from all directions.
Therefore, if you stand in front of the sun, the sun's light is blocked, but your shadow still recieves light from the rest of the sky, and you can still see the shadowed ground.
On a cloudy day, the light is completely diffuse, not coming from anywhere in particular, and you don't cast much of a shadow at all.
LOJ (June 2001) - revised 2017