Shea, also spelled Shae, means 'Fairy Palace'. It's my middle name, and compliments my first name. Too bad people only call me by my first name. Blegh.
It's an Irish last name, from one of the original 12 tribes of Ireland. It means the hawk, later derived to mean Hawk-like or noble. It does not in any derivation mean "Fairy Palace" and if used as a first name (rarely traditionally) it is for a male. Somewhere between when I was born in the 80's and the late 90's it got converted into an American girl's first name.
I'm sorry to say if someone meant to name you for that meaning, Fairy Palace, they'd have to name you Sheila or Shayla, both Derivations of Sheelagh http://www.behindthename.com/name/shaylaIt's also ironic because the literal translation for the word would be "Blind".