Make the dressing first. Place olive oil, lemon juice, shallots, salt, and pepper in a small jar. Cover the jar and give it a good shake.
Place the baby arugula in a mixing bowl and pour the dressing over it. Use two forks or your hands to toss gently.
Serve right away.
In the case of leftovers, arugula is hearty enough to stand up in the refrigerator overnight. Possible tasty additions to this arugula salad include Parmigiano Reggiano cheese, blueberries, strawberries, grapefruit, orange wedges, or tomatoes.