My first shiny was a RE Bidoof on Diamond version. I didn't care much, but knew it was kind of rare, so I caught it.
Then forgot and deleted the save file. Doesn't bother me, though, honestly.
After that was either a SR'd Chikorita or a RE Golbat (still have both). Later I caught a shiny Ralts (male) through chaining and a RE shiny Ponyta.