My first was a Tentacool on Crystal. I didn't know what it was, it barely looked different. I only noticed it sparkled, I thought maybe I just hadn't noticed it made a move. I was about 7, so I don't judge myself for running away from it. It was just another ugly jellyfish to me.
Then, when I got nostalgic and wanted to play RSE, I used an online emulator thing. Found a shiny Poochyena. I like shiny Mightyena, so it was cool. I caught it! First one caught. It just wasn't like I could save the game or anything so, you know. Does that even count?
Technically, I haven't even caught one on a real game I guess.