Welcome to the Community! Hilary here from Shopify. I'm happy to help troubleshoot with you.
Which theme are you using for your store? Here are the steps to link your social media profiles with most free Shopify themes:
Here is a screenshot from the Narrative theme:
If you are still having troubles, please let me know on which step with as many details as possible. It is helpful for troubleshooting if you can share your Shopify store URL, and the URL of your Instagram account you are trying to connect.
Another great idea to help with your social media marketing is adding a social media sharing image for your store. This image is displayed as a thumbnail when you share a link to your online store on social media, such as on Facebook or Pinterest. It helps your brand image remain consistent throughout various platforms, and can help increase engagement. To add this image, you can follow the steps from our Help Center under Choosing a social media image.
Let me know how this goes!