Shelob is an offspring of Ungoliant and maybe because of this he could speak in Westron, like the spiders in Mirkwood when Bilbo tries to save the dwarves from death. Bilbo heard some hideous voices and after some time he began to understand them. Maybe the same thing happened to Gollum when he came to Her Ladyship for the first time.
Ungoliant could also certainly talk for he made a deal with Morgoth to take the Silmarils and do great harm by killing Finwe, High-King of the Noldor. After these deeds they come in Lammoth where Ungoliant speaks to Melkor:
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'Not so much,' said Ungoliant. 'But thou hast a great treasure from Formenos; I will have all that. Yea, with both hands thou shalt give it.'
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So after all these spiders speaking I think that Shelob could speak and understand language. The reason of Shelob's 'first-talking-than-eating'-method with Gollum I do not know. Maybe even she felt pity for the wretched creature, just as Frodo and before that Bilbo, and therefore she listened to him worshipping her and making promises of food.
Anyway I believe that Shelob could understand language as did her mother.