The format of the Etsy product export won't match up with the Shopify formatting. We do have a great document you can find here that explains the columns of our CSV file. Then you can copy and paste the information from the Etsy export into the Shopify format. There's even a sample file in that document for you to start with.
If you have problems once you get started with converting the information over, feel free to give us a call to help explain what is where in our file. You can reach out to us at http://docs.shopify.com/support