The only shiny I have ever seen was a shiny , and I ran from it . It was in the Seafoam Islands cave in FR...

Lets see...

G/C/S

Other then the famous Gyrados, it was a Paras. I ran...

Ruby/Sapphire

A Tentecool. I evolved it and sent it on its merry way to Sinnoh.

Diamond/Pearl

A Golbat in Victory road.

Well, I don't count G/S shinies, because it was iv based and you could basically breed for more shinies after getting the gyrados.

The first one I found was a dunsparce while hp training in fire red.

Second was a sneasel I hatched. I'm under the opinion that radar chaining isn't worth it in most cases.

I did find one when I was looking for a Larvitar but sadly I ran out of balls
But in Emerald, I caught a Shiny Wailmer which I then evolved to a Shiny Wailord which I then traded for a Shiny Dragonite from Yoshipal

well, i caught my first shiny in emerald. i was putting spore on my smeargle, and i needed to lvl my smeargle up like 6 lvls so he would learn sketch again. i hadnt known bout ev distribution at the time, so i just decided to kill off the lvl forty smeargles in artisian cave. the like 20th one was more tan and had a red tale instead of green. my first thoughts were oh no, glitch! but then... YYAAAAAAAAAAAAAAAAAAAAAAAAAAAAAY
lol

Captured my first shiny just recently.

Been playing the games since red/blue/yellow came out and outa all those years iv found only 1 in ruby a shiny cascoon i didnt know what it was either all i knew is that it looked cool so i used it lol.

I wish there were never such things as gamesharks and hacks to get all shiny pokemon, cuss alot of people sware " oh the 30 pokeman i have are all legit shiny" iv been playing for like 10 years now and have found only 1 so i think its all BS when people say that, even if you hunt endlessly for one i seriusly doubt you can get a huge list like some people have

The first shiny I encountered (I had two cloned Master Balls) was a Stantler.
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... I saw it in the Battle Tower (this counts because Battle Tower Pokemon are also randomly shiny). IT WAS SO EVIL.
Everyone has probably gotten the red Gyarados AND seen the Shiny Espeon in Trainer Tower, otherwise I'd say that.

My first shiny was my nazgu ( ) on wayward cave looking for gible...

Then when i got pokéradar i filled a box of shinies...

My first was in FR a Nidorino in the Safari Zone. My second was a Fearow in the Survival Area in Diamond.

This might sound Unbelievable but my 1st and last shiny Pokemon I ever found and caught was a Shiny Rayquaza (Not really that surprising, I've restarted my Emerald over 7 times to get High DVs along with a correct nature for Latios and I always catch and recatch Legendaries till I get 1 with High DVs and a correct nature.) ...never saw another Shiny Pokemon but I guess nothing can be better than finding a Black Rayquaza...it's so damm cool.

my first shiny was a shiny shiny golbat (yes it was double shiny)

normal golbat is purple
shiny golbat is green
on my ruby version
i found a brown one

my first shinny i ver gotted was after that i never had a shinny pkmn in diamond again

mine was a shiny weezing that SELFDESTRUCTED! I was so mad I couldn't touch my game for the rest of the day.

(p.s, that was the ONLY shiny ive ever had the oppurtinity to own, never seen one before or since)

My first shiny was a Pink Exploud then a Green Beedrill.

My first shiny was a , which has now been evolved into an

I got the Mareep off GTS (I had a pokemon up on GTS), and I didn't actually realise that it was shiny! I was just looking at it one day and I was like ... hang on ... since when have Mareep's been purple !?!

I once found a shiny oddish and caught it

the first shiny i ever got was giritina,i cuaght him yesterday

As sad as this sounds, the first Shiny (I guess you could call it shiny) and the only shiny I have found legit is the "Red" Gyrados in GSC. Although I did have some more in GSC from GameShark and I got a Shiny Roselia & Latias from a friend, I have never found one in the wild that was random, (Gyrados wasn't really random, it was set to be there).

Seeing as I have not found a shiny in my Pearl "in the wild" here are the ones I have gotten in all of my Pokemon games.

Zubat
Golbat
Crobat
Geodude
Graveler
Golem
Slowpoke
Slowbro
Marill
Azumarill
Shinx
Luxio
Luxray
Gyarados (NOT GSC)
Latias
Venonat

EDIT: Just so no one gets confused, THIS IS JUST SHOWING A COLLECTION OF SHINIES I HAVE HAD. Thank You.

I've only actually caught 2 shinies on my own. My 1st was a Makuhita in Sapphire, I think I was leveling up in the Granite Cave when I found him. My 2nd was a Seaking I found fishing for Dratinis in the Safari Zone in Fire Red.

The first (and only) shiny I have ever seen was a Swablu in Emerald. I caught it, but I started a new game before I even evolved it.

my first shiny was a lvl. 16 spinda. i found while EV traing 6 special sweepers in emerald. that was a lot of spindas i battled...

My first and only shiny Pokémon I found was in the safari zone on Leaf Green. It was a Shiny Exeggcute, and surprisingly, it didn't run, compared to the ten or more normal Exeggcute that ran on their first chance.

Too bad I transferred it to Diamond as an Exeggutor, and then decided to restart my file. I paid it no mind until I deleted my old profile. It then hit that my first shiny was gone. (lol)