idea's , how i can refactor it ? from shopping list, with a function named : main ,

You probably knew this already-- Python requires consistent indentation to run properly. In case that was caused by a cut-and-paste error, ignore my comment below:

I notice there are some indentation issues and some recursive calls happening which are definitely yielding syntax errors.

Issue 1: Recursion (e.g. the function calling itself) is present at the end of show_help() function and show_list() function. You probably don't want that, so we delete those lines.

Issue 2: we need to put the main loop inside a main() function. The loop and its body needs to be indented four spaces under the def main(). We also want to add the shopping list into the scope of the main() function. It could be declared at the very top as a global, but this is a choice a programmer can make. We also want to show_help() when the main function starts so the user knows what to do.

Note: if you are using Python 2.7, the input() would be changed to raw_input()

Lastly-- There is a fancy part at the end where Python asks if the name is 'main'. If it is, then it will execute the main() function. That is kind of a cool trick you will understand later.

def show_help():
    # print out instructions on how to use the app
    print("What should we pick up at the store?")
    print("""
Enter 'DONE' to stop adding items.
Enter 'HELP' for this help.
Enter 'SHOW' to see your current list.
""")

def show_list(shopping_list):
    # print out the list
    print("Here's your list:")

    for item in shopping_list:
        print(item)

def add_to_list(shopping_list, new_item):
    # add new items to our list
    shopping_list.append(new_item)
    print("Added {}. List now has {} items.".format(new_item, len(shopping_list)))
    return shopping_list


def main():
    shopping_list = []
    show_help()
    while True:
        # ask for new items
        new_item = input("> ")

        # be able to quit the app
        if new_item == 'DONE':
            break
        elif new_item == 'HELP':
            show_help()
            continue
        elif new_item == 'SHOW':
            show_list(shopping_list)
            continue
        else:
            add_to_list(shopping_list, new_item)

if __name__ == '__main__':
    # here is where we call main
    main()