I've been playing pokemon since its initial release as red and blue and still to this day have never seen one shiny in my games. Of course I've seen hacked shinies and such but real legit shiny has never appeared in my legit playthroughs.
My first was an Unown that I found while hunting for the different types of them in a ruin. I was quite shocked when I saw it and caught it as soon as possible!
I kinda wish that pokemon was a little more useful though...
I'm pretty sure my first shiny was in platinum but I can't remember so I'm just gonna remember the earliest experience. It was a Rayquaza in emerald I kept reseting cause I really wanted one so I eventually got one and battled it but I killed it :facepalm: .
My first shiny was in Pearl. I was going through Victory Road for the first time, and it appeared as I walked in. Later, I traded it to my brother with my Palkia because he needed help, and then he restarted it and went through the game with an AR!! :babby: