Gyarados aside, the first shiny I remember catching was a shiny Spearow on LeafGreen. My first LeafGreen file, back in 2004 or 2005 when I was eleven. I was so excited to find and catch it! It took me completely by surprise, I was just randomly walking through some grass near Vermilion City and there it was. I still have that Spearow, years ago I transferred it over to my Diamond, and I evolved it forever ago. :) Memories!