* Sally: This is a personal name, making it a proper noun.
* Shucks: This is a common noun, not a specific person, place, or thing.
* Seashells: This is a common noun, referring to any seashells.
* Down: This is a preposition.
* By: This is a preposition.
* The: This is an article.
* Seashore: This is a common noun referring to any shoreline.
Therefore, there is one proper noun in the sentence: Sally.