First, determine if your "Shelton" surname is not a mutation of the "Sheldon" surname. I mention this because I have ancestors by the surnames of both "Sheldon" and "Shelton" in my family tree. Many of the records located in support have used alternate spellings so that would be the first area to explore when determining where to look for information related to your family,
If you can determine of there is a "Sheldon" spelling in your family, then I recommend considering the following sites for assistance:
https://www.sheldongenealogy.org/
Hope this helps.
I have Sheltons married into my Jonathan Wakalee 1678-1743 & Mary Beardsley 1680-1748. But I am afraid I do not know much about the Sheltons, John Shelton 1729-1786 married their daughter Mary Wakely 1736-1819, that's pretty much I can tell you. John Shelton was from Shelton, Connecticut. Look for a book A History of the Old Town of Stratford and the City of Bridgeport, Connecticut, Vol. 2
Citation: Found on Google Books and the Internet Archive
Source text: by Samuel Orcutt , Fairfield County Historical Society (Bridgeport, Conn.), Published 1886. Pages 1279-1281