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Setting the user's shell to one of these will actually prevent them from being able to 
log in. This is primarily used by system accounts, those that exist to run a task on the 
system, but we don't want to allow such accounts to be used by users for security 
reasons (the less an account can do, the safer). The 
/usr/sbin/nologin
 shell also 
doesn't allow the user to log in, but will provide a polite message letting them know.
The shell program itself is responsible for reading the commands you type and 
having the Linux kernel execute them. Some shells, Bash notably, have additional 
features, such as 
history
, that are very useful to administrators.