Shay's Rebellion showed that the Articles of Confederation had an extremely weak central (aka federal) government.
Daniel Shay was a veteran of the American Revolution who struggled financially after his service. He was promised money by the federal government but never received it. At the same time, Shay was being taxed by the state government. This frustration of not getting the pay he earned while also being taxed caused Shay to organize farmers in similar situations to rebel against the government.
Due to the inability of the federal government to raise troops, Shay's Rebellion went on for an extended period of time. This showed that the Articles of Confederation needed to be fixed to ensure that the federal government had legitimate power to stop rebellions and use the military when needed.