Shadow Step is a skill that allows the user to merge into the shadows.
It also allows the user to appear out of the shadows in another location. Depending on the strength of an individual the range can vary.
It allows for very fast travel between locations.
During his fight against Gabiru, Gobta enters his own shadow, instantly moving into his opponent's and defeating him with a kick. This instance is one of many that made Rimuru Tempest question whether or not Gobta was a genius, as he had not only shown proficiency with [Shadow Step] but also had copied the "Roundhouse Kick" he had received from Rimuru earlier on.