The Brazil international joined United on deadline day in a £15.4 million move from Porto.
And now Shaw faces a battle to keep his place at left-back following United’s poor start to the new season.
However, the 25-year-old believes Ole Gunnar Solskjaer needs to be given a selection headache in every area of the team.
‘Competition for any team is a must,’ Shaw told United’s official website.
‘There is competition for every single spot and you’ve got to be ready for it, work hard and give the manager a decision harder than what he’s had to make before.
‘Like I said, competition is very healthy for the squad, it’ll push everyone even more because everyone wants to play.
‘It [the game against Newcastle] is one we all want to play in. We all hoped it would be a bit earlier, to be honest, as the last game wasn’t good.
‘We’ve had a lot of time to think and work and be ready for this. We need to win it. It’s a must-win game and we want to put things right.
‘We’ve got very important games coming up. Everyone is looking forward to working hard so we’re going to be ready for it.’
‘I think, personally, it still hurts a bit now,’ said Shaw.
‘It was a horrible night. Personally, and collectively as a team, it wasn’t good enough.
‘I think it’s been a week where the first day back was quiet and heads were down but we’ve realised we need to put it behind us and forget about that. All we can do now is work hard to get back to the intensity we have had. When we do that, we are a very dangerous team.
‘We’ve got a few new arrivals in and that can maybe boost the morale of the squad and bring something different. Fresh faces are sometimes a good thing. Like we saw with Bruno [Fernandes], it can change completely the mood of a squad.’