Here is an animation which may help you imaging a shape which has a circular base, with parallel slices perpendicular to the base being equilateral triangles:

The same thing, where the slices are squares.

And here is the region in the (x,y) plane between , the x-axis and the line x=1. rotated about the y-axis. Here a thin shell is drawn in the volume, then pulled out. Then it is replaced, then the volume is filled with shells, and each of them is pulled out of the volume vertically. This is to give you an idea about how to visualise the method of cylindrical shells.