As far as I remember (but it's been a while since I've read the book and I lost my copy ages ago, so I may be wrong), Shadow's mother is never explicitly described, though there are implications that she is black (someone else mentioned sickle-cell anemia on this thread). That, or she is vaguely described in a similar way to Shadow (as in not white, but we don't really know what she actually is or may be).

Shadow knows who/what his mother is, but doesn't know what his father is, and more importantly he's trying to just not respond to the prison guard, anyway. He doesn't quite know what he is because he doesn't know who his father is, but what he does know (his mother), he doesn't care to tell.