You can't say 'in shower'.
This is an error or a typo - if anyone told you that you could miss out the 'the', they were giving you incorrect information.
The only correct phrasing is 'I am in the shower'. We use the definite article, because it goes without saying that you are using the shower facilities that are available to you, in your home, a hotel or a gym, or anywhere else.
There a few set phrases where the [preposition] + [place] construction is correct, and no article is used. For example : in town, in bed, at home, at work, at school. In British English we can also say 'in prison' and 'in hospital' for inmates and patients. But these are fixed expressions that are the exception to the rule, and they need to be learnt. In all other cases, you need to use an article before the noun.