Should be no biggie, just updates. Are you shutting down and letting it update or are you shutting down without updating?
Here is the help from Microsoft....
How does Automatic Updates work?
When you turn on Automatic Updates, Windows routinely checks the Windows Update Web site for high-priority updates that can help protect your computer from the latest viruses and other security threats. These updates can include security updates, critical updates, and service packs. Depending on the setting you choose, Windows automatically downloads and installs any high-priority updates that your computer needs, or notifies you as these updates become available.
When you connect to the Internet, Windows sends data to the Windows Update Web site about the way your computer is set up so the service can determine which updates your computer needs. Windows does not use your name, address, e-mail address, or any information that can be used to identify you or contact you.
It makes no difference whether you use a dial-up or broadband connection; important updates are downloaded behind the scenes and do not interfere with other downloads. If you disconnect from the Internet before updates are fully downloaded, nothing is lost. The download process will continue the next time you connect to the Internet.
You do not have to be connected to the Internet for Windows to install new updates. But updates must be installed, not just downloaded, before they can help protect your computer. If you use the Automatic (recommended) setting, new updates are installed at 3 A.M. However, you can change the time or frequency of scheduled updates to best suit your needs.
If your computer is turned off during a scheduled update, updates are installed the next time you start your computer. You can also choose to have Windows notify you when new updates are available, and then install them yourself.
You might be asked to accept an End User License Agreement (EULA) before certain updates can be installed. Other updates might require you to restart your computer before the installation process can be completed. If you are an administrator for your computer, you can delay the restart. Otherwise, Windows notifies you and then restarts your computer for you so the updates can begin to help protect your computer. It is always a good idea to save your work frequently, and to remind other users of your computer to save their work, especially before scheduled installation times.
I'm having the same problem. It just keeps saying "install updates and shut down". I just did that, logged back in, then went to 'shut down' to see if it was still there. It WAS. I always update when it's needed or pops up, so not sure why this won't go away.