shape is a tuple that gives you an indication of the number of dimensions in the array. So in your case, since the index value of Y.shape[0] is 0, your are working along the first dimension of your array.
From http://www.scipy.org/Tentative_NumPy_Tutorial#head-62ef2d3c0a5b4b7d6fdc48e4a60fe48b1ffe5006
An array has a shape given by the number of elements along each axis:
>>> a = floor(10*random.random((3,4)))
>>> a
array([[ 7., 5., 9., 3.],
[ 7., 2., 7., 8.],
[ 6., 8., 3., 2.]])
>>> a.shape
(3, 4)
and http://www.scipy.org/Numpy_Example_List#shape has some more examples.