A "lamp shade" is basically the cover or protective layer that goes over a light bulb. It helps to soften and direct the light that comes from the bulb, making the room have a nicer, more comfortable glow. Full definition
I think I see a new lamp shade in that room also, darling! (stonegableblog.com)
We also replaced clear glass lamps that had blue lamp shades with these white lamps that have Greek key trim, which coordinates with the Greek Key pillows. (sarahsofiaproductions.com)
I brought home a bunch of different lamp shades for them and ended up with these. (12thandwhite.com)