My first shiny was a Cacnea in Pokemon Sapphire on my replay in 2014-2015, or at least that’s the one that I remember and have proof of. It’s possible that I didn’t recognize them when I was younger.
I was super original and named her Shiny.
Bonus points if you have proof from the game!
The first shinies I caught were in Leaf Green, might have caught one before that. I caught Spearow in the grass before you enter Mt.Moon and I caught Magneton in Cerulean Cave. Still have both on a cartridge, they are now Fearow and Magnezone. Don’t have pictures sadly, maybe next time I turn on the 3DS.
I have played every Pokemon game and have never encountered a shiny except shiny gyarados
My first wild shiny that wasn’t red Gyarados in HeartGold was this Crabrawler in Ultra Sun.
I was super excited. I had finally found a wild shiny! Imagine my disappointment/anger when I went to bulbapedia and found out it evolves into this fucking thing. It’s been 5 years and I’m still kinda pissed off about it 
Outwith Gyarados in Silver, Hariyama in Ruby - didn’t realise it was a shiny at first due to it being a new Pokémon I wasn’t familiar with!
shiny wurmple in pokemon sapphire, it evolved into beautifly.
Besides the free haxorus and gyarados I believe it was Skrelp in XY
Encountered in Pokemon Crystal way back!
Wish I still had that save
Shiny Miltank in my old copy of X! The cartridge was lost/stolen years ago, I miss her 
Shiny Meowth in Pokemon Crystal…back when Shinies actually meant something because they had better IVs.
"Strong Pokémon. Weak Pokémon. That is only the selfish perception of people. Truly skilled trainers should try to win with their favorites.”
As she has a LV. 47 Houndoom in the back.
I caught this magikarp immediately (only 2 steps to the left) after the encounter with shiny gyarados at the lake of rage, on crystal (virtual). It was meant to be!
I have rly blurry memories of Spearow in FrLg and Pooch in RS, but im not sure if those actually happened or not lol. The first one that I remember solidly was Registeel in Emerald. This was before i knew about RNG in Emerald— it just happened randomly, i wasnt even hunting. I failed it and then reclaimed it not long after since i had a blessed shiny frame and didnt even know lol. Still have it on my master fire red, along with Regice and Regirock. This happened in like 2011, but i uploaded it to youtube the next year. In fact… prepare for the cringe Pokemon Emerald ~ Shiny Registeel After About 1000 SR's! - YouTube
My first shiny was White Striped Male Basculin from Legends Arceus. Its the lighter colored one on the left in the middle picture.
My first “main series” shiny was Mareanie from Violet
If we’re not counting the Lake of Rage Gyarados, then it was this Shiny Flaaffy in Silver
