My first shiny ever was a Pidgey on the route right before Mt. Moon, it was level 7. Caught it, trained it, it's sitting in my Diamond's PC box now. Can't get it out, because I have no DS anymore I was really young, like seven when I got this one on my first playthrough. I didn't know what a shiny was, because I was so young. Just saw a little sparkle and was like "COOL" and chucked a great ball at it.
My first one in RSE was Groudon in my Ruby, on my first playthrough. Lucky, right? So I went to battle it, and I go into battle to catch it. I see the sprite and was like "wtf it was red on the cover". So, I threw a masterball at it, and again, hiding in my Diamond.
I also have a shiny Pikachu in my Diamond, because I used breeding to get a volt tackle pichu, and the first egg that hatched was shiny, AND knew volt tackle.