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Sentret on Route 29 in Soul Silver, not long after getting Poké Balls for the first time. And that's why you should never level grind before getting them.
I once found a Shiny Budew on Route 4 in X, a little after the first Gym.
I was actually hunting for a 1% White Flower Flabébé encounter to use on my team, but I decided to use the Budew instead - if I'd spent so long looking for a regular Pokémon that I found a Shiny first, it probably wasn't worth the effort to keep looking.
The earliest I've ever gotten a Shiny was in... I can't remember if it was Sun or Ultra Sun, but it was one of the Alola games. And the very first encounter I got that I was able to catch ended up being a Shiny Pikipek.
I've had a couple of shinies that I obtained early in my games :P
I've gotten a Zizagoon in Omega Ruby, before fighting Roxanne on the route between Rustboro and the cave, thanks to the Professor Oak's Challenge I was doing. I also got a shiny Machop during my Platinum Professor Oak's Challenge, on the route north of Oreburgh with the Ponyta... let me tell you, that section was a slog lol
One time I went hunting for shinies in a Friend Safari. The very first encounter was a shiny Pawniard. I almost screamed, if not for me being in the car with my family lol
EDIT: reading through the responses, I realize this is supposed to be the earliest shiny as in earliest in your journey, not the quickest shiny hunt. In that case, I never found any shiny Pokemon until post-game.