In the book American Gods Mad Sweeney taught Shadow how to grab gold coins from the horde. However, after Sweeney died from exposure, Mr. Wednesday (Odin) told Shadow he could practice any trick but not that one. Why?
I believe the culmination of the novel explains fairly well the purpose of Shadow's coins. The gold coin is from the "treasure of the sun", which can only be accessed by American royalty. That Shadow can do the trick is a partial indication of who he really is, and his ancestry. Thus, doing the trick again might reveal who he really is, particularly since the other source of the coins is no longer among the living. Secondly, the coins are emblematic of his status as a Sun God. While under the manipulations of the other gods, he was at risk of having that power co-opted. At the end of the book, free of the other gods, he does the trick again, manifesting another coin, showing off his birthright.