Gauntlet Upgrade Shards in Atlas Fallen are needed to unlock and upgrade new abilities for your Gauntlet. There are 17 locations where you can find them in total.
To upgrade your gauntlet you need to collect 3 shards of a certain type and there are usually 4 places on the maps where you can find shards of the needed type. So you have some choice of which places to visit to collect the necessary 3 shards. In the last, fourth place you visit you will then find an additional shard - Excess Shard, which after collecting will turn into Essence Core.
Once you collect all 19 shards, you will unlock the "Shardbearer" achievement / trophy.
