I don't know much about shocking a well; I always thought that was to treat for bacteria, which really don't affect your grow if you keep your 'zyme' products up to date and the res properly aerated.
If you get a sulfur smell, you will want to watch for signs of lockout from too much S in the water, but plants DO use some- it is not necessarily a deal-breaker for using your well water on a hydro grow, but something you need to be aware of and monitor.
You also need to be aware of the pH coming out of your well. You will need to set your reservoir in the correct range for hydro, whcih is 6.0 +/- ~0.3.