For a lunar eclipse, there are two shadows, the umbra and the penumbra. During a lunar eclipse, the umbra is the dark shadow in the center. The umbra gets smaller as it reaches Earth.
The penumbra is the lighter shadow that gets larger as it reaches Earth. The same thing is with the solar eclipses, unless it is an Annular Solar Eclipse, which in that case, will create another shadow called the antumbra. It extends from the umbra, but is similar to the penumbra.
Eclipses do not happen every month. The reason for this is because of the orbit of the moon is not together with the Earth’s orbit around the Sun. It's tilted 5.1 degrees. Since the Moon is so far away from the Earth, 5.1 degrees is a lot, so the eclipses are heavily affected in this way.