Why does the loading circle come up in the blue screen when I shut down sometimes?

Sometimes when I shut down I get the usual blue screen, then the loading circle appears and the macbook doesn't shut down. I have to hold down the power button to shut it off, which I know is not a good thing. Can someone help me please???

Hi,
Do you usually Close All Open Apps before Shutting Down...?
Is there an External Hard Drive Connected...?
Usually the "Circle" represents the Mac 'Finishing Business...' before Shutting Down...
Hope this Helps,
Cheers,

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