It is not OK for your eyes to get the eye shadow which may contain the stimulating irritates. It will make your eyes feel uncomfortable which will be harmful to your eyes. You should not ignore it. You could go to wash the eye shadow out of the eyes with clean water and then use some eye drops to release the symptom.
Eye shadow is made of chemical compounds and fragrances, which could be quite irritative to your fragile eyes, leading to some red eyes, watery eyes, painful eyes, even infections. So, it would be wise for you to thoroughly wash your eyes with plenty of normal saline, also try to get some eye drops to deal with the problem. Remember, you must not rub your eyes under no circumstances since it would lead to infections.
In fact,the substances in eye shadow really are harmful to our eyes more or less. Therefore, you are not supposed to ignore it. I am willing to lend you a hand and get you some suggestions to extricate from a this situation. The safest and simplest way is crying, speedily blink away your tears until you see changes. In addition, You may use the clean water to wash your eyes as well, until you feel there is nothing in the eyes. And last, use the warm compress to cover on the eyes to release the symptom. But if you still feel uncomfortable, you'd better see a doctor to prevent infection. Hope they do work for you.