It is the material that was separated from the coal during the coals formation or was the material that covered the decayed organic matter in order for the coal to form. Since coal in a lot of instances is ancient forest that over centuries has decayed and formed deposits the shale is the separated material that was at one time part of the organic make-up or covered the organic matter in order for the coal to become coal. Like if a bog area suddenly dried up the wet matter would retreat in order to survive and the dried up matter would become the shale.