Each Og begins life without the benefit of any shields to protect him from collisions with Breakers and other hard objects. But! If you can grab the moving silver Shield Guy, you can obtain his shield and increase your ability to resist harm from collisions.
The number of Shields you currently have is indicated at the bottom of the screen, in the Status window. The more Shields you have, the larger the Shield icon. You can hold a maximum of 3 (three) Shields at any one time.
When you collide with an object while you have shields, you'll hear an "Oww!" sound, and one of your Shields will be lost. If it was your LAST Shield, you'll hear a shattering sound, indicating that you are now vulnerable.
Really terrible hazards, such as being caught at the centre of a brutal RadZone explosion, will probably kill you - regardless of the amount of Shields that you may have. But in most instances the Shields can prevent you from harm.