Generally speaking, an average shift in a hockey game should be about 45 seconds. In reality, it really depends on the player, the coach and the game situation. Defensemen tend to take shifts that are just a bit longer than forwards.
Shifts on the power play are usually about 1 minute long, splitting a 2 minute minor in half between two PP units. Shifts on the penalty kill are usually 30-45 seconds if the players have the opportunity to make a change at the optimal time. But, often times the PK line will get trapped in their own zone while the team with the man advantage controls the puck, especially if they have a long change (alternating ends to start the 2nd period produces a longer distance to the bench).
If you’re not sure how long your shifts should be, ask your coach. If you’re staying out a bit too long, don’t worry, someone will definitely let you know… probably the guy who’s waiting to hop the boards next.