It's a so called "System Variable" named "Running HF/1" (= Running Header/Footer 1).
The definition of this System Variable in this sample document is this: <$paratext[ChapterTitle]>.
<$paratext[ChapterTitle]> is called a <Building Block>. With this system variable FrameMaker pulls the paragraph text ($paratext) from the first paragraph on the body page that has the paragraph style "ChapterTitle" assigned (which is in this example the paragraph style assigned to the blue text "General Description" on the body page).
To change it to pull the text from some other paragraph, with a different style assigned (let's say "Heading1"), select the variable in the Variables panel, and click the Edit button at the top of the Variables panel (looks like a small pen icon). This opens the Edit System Variable dialog where you can change it, to e.g. pull the ext from the first Heading1 paragraph: <$paratext[Heading1]>.
How that "shadow" looks like is defined in the paragraph style "ChapterTitleShadow".
To delete the "shadow paragraph" just go into the master page "ChapterTitle", click into the text frame where the variable, select the variable and delete it. Or just delete the whole text frame.