In short, "shaggy dough" refers to dough that is messy and rough in texture, often used to describe the early stage of making bread or pizza dough before it is fully kneaded.
Stir in the cold water, a little at a time, until shaggy dough forms. (cupsandspoonfuls.com)
Whisk in the yeast until it dissolves then add the flour, cornflour and salt and stir everything together into a soft shaggy dough. (cakebakeandsweets.com)