Adding on to Tony's answer, it could also mean being upset by a painful or disturbing experience. An ordeal is a serious and long-lasting event, like an illness or tragedy. When you go through an ordeal you have to deal with something tough.

An “ordeal” is a bad experience. To be “shaken by an ordeal” is to be really emotionally affected by a bad experience.

"I was shaken by the ordeal" means that "The situation made me very uncomfortable." For example, "I went to school and the teacher yelled at me for being late. I was shaken by the ordeal."