Some dogs just like to bite on things and chew them and a shoe is a good chewy thing for the dog to bite into.
If you don't want him biting your shoes though a good way to stop your dog from biting your shoes is by spraying him with a squirt bottle of water when he starts to bite your shoes and tell the dog in a firm voice "NO" and that he or she shouldn't do that.
Eventually your dog will learn that he or she shouldn't bite your shoes otherwise they'll get sprayed with the water bottle.