The shoulder shrugs is a weight training exercise that works on muscles of neck and shoulders. This exercise works on specific muscles (trapezius muscle) and therefore lighter weights should be used otherwise you may suffer injuries.
The most common equipment used for shrugs are free weights (you can use dumbells, a barbell or kettlebands). You must lift the weight according to your strength i.e the amount of weight you lift in shrugs exercise depends on your body strength. If you lift excessive weight then it may have a negative effect on your body. It is an intensive exercise that must not be performed in excess therefore you are advised to do shrugs not more that twice a week.
This exercise can be done with a weighted barbell or dumbells.
Checkout this video to know how to do proper shrugs: