Frozen shrimp is perfectly fine, just be sure to thaw and pat it dry before beginning.
You can remove the tails if you like. Tails are for presentation purposes or for using as a handle.
To thaw shrimp quickly, place them in a sealed gallon-sized ziptop bag and submerge the shrimp in a bowl of cold water for around 20 minutes. Release as much air from the sealed bag before submerging to prevent it from floating. Do not use warm or hot water, which can prematurely cook the shrimp.
Shrimp does not take long to cook, which also means it can easily be overcooked. The shrimp will curl and turn opaque with pink and orange hues when it is finished cooking. Overcooked shrimp are rubbery and tough in texture.