I have often seen people say this phrase using these different words to convey the same idea of being surprised about something. I have debated with people about the proper word to use in the phrase. Some people say that "I'm so shook" is not the right way to say it because the use of "shook" is grammatically incorrect. However, some people say that it's not incorrect but just an informal phrase and that it's only wrong according to the conventions of Standard English. What I'm most curious about is how these three words came to be used in the same phrase? Did these three words descend from one word or idea which is why people use these words interchangeably or did these words descend from different words but are spelled so similarly that people became confused about the differences between these words?
If you want to speak standard English then "I'm shook" is wrong - it should be "I'm shaken". "Shook" is the past tense, so "you shook me" is correct. "Shocked" is the past tense and past participle of "shock", and it is not related to "shake".
Being shaken in the sense you mean (emotionally stirred) can be the result of a shock (mental or physical), but also the result of other things.
“shocked” and “shaken” are both adjectives here, which look like the -ed forms of their respective verbs, “to shock” and “to shake”. They have similar meanings and are often interchangeable.
“shook” is the past simple form of “to shake”, not an adjective, and “to be shook” is not a valid verb form. However, weird things happen with irregular verbs like this, so it’s a common mistake.