1. M-x shell RET
2. C-d (send EOF to exit shell)
3. C-x C-s (save to a file)
4. M-x desktop-save-in-desktop-dir RET
5. Restart Emacs

Loading the desktop file fails because the file buffer is saved with shell-mode,
but on reading shell-mode fails while trying to eval

  (process-command (get-buffer-process (current-buffer)))

where get-buffer-process returns nil that is unacceptable as an arg
to process-command.

Possible solutions:

1. Skip and don't save buffers with shell-mode
   by adding it to the default value of desktop-modes-not-to-save

2. Still save but properly handle shell buffers on reading, i.e. fix shell-mode
   to check for nil values such as in this patch: