My first Shiny was a Spheal from the Friend Safari. I can't remember if I knew that the FS had a higher Shiny rate back then or not. I'm sure I was happy to find her, though I can't remember exactly how I responded.
Before the Spheal, I was trying to MM a Shiny Bergmite. I think I was around 300-500 eggs when I took a break and headed for the safari. I eventually did hatch one, though (after about 800 eggs).
I can't remember if I had found any Shinies in hordes by this point, but I think I found my first randomly-encountered Shiny the same day I got the Shiny Charm. I had been trying to chain a Shiny Smeargle, but I gave up after a while and started running around that one route with Chatot and Tauros (I think I was hoping for a Shiny Miltank or Pachirisu, can't recall for sure) when a Shiny Slowpoke appeared (non-horde). I had already hatched a Shiny Slowpoke shortly before this, but it was a welcome addition (I've found yet another in a horde since, so I have all three Shiny evolutionary stages -- I evolved the random one into Slowking).
First horde Shiny was Zangoose, I think. I wasn't even using Sweet Scent (I don't think I even knew about Sweet-Scenting hordes back then). I think I was hoping for a Shiny Absol while taking a break from hatching eggs, but a horde popped up just after I ran from another horde and a blue Zangoose was right in the middle. Adamant nature, too! Very nice Shiny to look at. :)
First consecutive-fishing Shiny was a Corsola at a chain of only 2!
First (and only) PokéRadar Shiny was Slowpoke. I had already gotten a Shiny Slowpoke by all the other means (MM, random single, and horde), so why not another? PokéRadar was pretty easy in DPPt after you've figured out the pattern, but it's so annoying in XY. ><