Why a shower has no pressure can be caused by a few different reasons. Keeping this simple, what you should first determine if the shower is the only fixture with the problem. Look at the other fixtures in the home and the same bathroom as the affected shower and check the pressure/volume of the water coming out. Check the fixtures with several different fixtures running at once and see if the pressure/volume of the water coming out lessens with additional fixtures running. Check both hot and cold to see if there are any changes in the pressure/volume at the shower. If the pressure/volume of water is low at other fixtures in that bathroom and gets lower when additional fixtures are flowing the problem is much bigger than just the shower, and you should be looking at the water supply to that affected bathroom. If the pressure/volume is low throughout the house and gets lower with additional usage then even the supply of water from the well pump system or, city water main could be suspect. I would recommend the services of a good plumber if the water supply were determined to be the issue. The troubleshooting for this problem can be intensive with a high cost for misdiagnosis. For the purposes of this post we are going to assume the pressure/volume is okay on all the other fixtures and only the tub/shower is affected even with water running at other fixtures.
Shower Only
If your shower is a shower only, the first thing I would do is unscrew the showerhead from the shower arm. Once the showerhead is removed cross your fingers and hope for the easy fix. Turn on the shower and check the flow out of the shower arm, it should flow well and be similar to the flow from a garden hose or, slightly less. This would indicate a clogged showerhead, which is an easy fix. In the showerhead there is a restrictor, which limits the flow of the showerhead to 2.5 gallons per minute. Some newer water saving showerheads may have even less flow. This restrictor is a likely place for debris to be caught blocking the flow of water. After cleaning the debris out of the restrictor in many cases the flow is restored. In addition to the restrictor mineral deposits from hard water may also build up and restrict or, block the holes the water comes out of. Typically this would have appeared as differing flow out of the holes with some not flowing at all. Soaking the showerhead in CLR or, vinegar will typically remove the mineral deposits and restore flow in the showerhead. If there is not good flow from the shower arm shutting off the water and moving down to the mixer valve where defects such as debris blockages in the stem or cartridge area and possibly repairing the stems or, replacing the cartridge along with flushing out the valve. If there is no pressure/volume with the cartridge or stems removed while flushing you should probably consider the services of a plumber.
Tub/Shower
If you have a tub/shower you should consider the same fixes in the shower only but in addition you should examine if there is good pressure at the tub spout but not the showerhead. This can help isolate the problem. In addition you should also look at the diverter to make sure that the tub spout is almost completely shut off when the shower is running. Typically the tub spout should have a trickle when the shower is selected this allows the push or pull diverters to reset when the water is shut off. If the flow is still heavy when the shower is selected that can be the problem.
I hope this helps you with your problem and if you have any questions please leave a comment.