My first shiny I got, was a shiny Poochyena. I just walked in the first grass, after getting my starter Pokemon and the first 5 poke balls and caught it because it's awesome color. I didn't knew that it was special, because I didn't saw another Poochyena before, and infact I didn't realized the special shiny thing in the start of the battle. The end of the song is, that I caught it, but it stayed in my team, cause in that phase a wasn't that patient a it tools a loooooong time to grow up some levels ... Sadly I lost the game file through an accident ...
The last shiny was a tentacool.
I hope I wrote the Pokemon right, but I'm more familiar with the German names ..:D