At what point does a sound wave become a shock wave? Is it all just on a spectrum?

This is a shock wave. It happens when a wave propagates through a fluid (like air or water) at above the speed of sound in that fluid. The changes in pressure are nearly instantaneous.

It is indeed all just on an analog continuum. What's considered a "shock wave" is largely subjective to whatever's being impacted.

Keep in mind, sound is simply vibrations transmitted through matter. Some materials (like water) transmit vibrations better than others, and some objects (like tuning forks) will amplify certain vibration frequencies due to shape/material/etc. Some objects (like the infamous Tacoma Narrows Bridge) will be sensitive to damage from specific vibration frequencies, even though the cars driving over said bridge generally suffered no direct effect from the same vibrations.

A shock wave is a wave that travels faster than the speed of sound in its given medium. In air, that would be a wave travelling faster than [math]330ms^{-1}[/math]. In water it would need to be faster than [math]1480ms^{-1}[/math].

It's characterised by an almost instantaneous change in pressure before and after the wave. Hence the term shock which is used to describe the wave.

The below image explains it pretty well:

Depends on the material density. But usually it's 170–190 decibels in the air. This is basically the maximum capacity of air to send sound. After that sounds turns into basically an explosion. In water I believe the maximum is 220 or 240 decibels which is how submarines can afford extremely loud sonars without causing any shock wave. So it's all about the material ability to have sound waves going through it.

It's not the "wave" that is faster than the speed of sound in the medium. Rather, it's the speed of the thing that is making the sound wave. Since each new sound vibration is made ahead of the last one, because the sound maker a supersonic jet for example) is faster than the sound it is making, the sound vibrations overlap, creating the shock wave.

Since the wave maker (jet) is moving faster than sound, the overlapping points in the sound waves move rapidly also.

Has anyone ever found a wormhole?

Sure, my garden is full of them.If you mean the type of wormholes in space-time that are supposedly associated with black holes, the answer is an emphatic

Have you ever caught your siblings doing something that shocked you?

I caught my brother breaking into my house thru a window. He was lucky I didn't have a gun in my hand because I didn't know it was him at first. Later on I was working at a department store and he was shoplifting at that same store. Later

What surprises tourists when they visit Canada?

I think it would be the size and distances between cities. Canada is larger than the US and I think that people from elsewhere are amazed by that. Looking at Canada on a map does not prepare you for the reality.