MY first shiny was a Beedrill from Shiny Gold hack, I didn't even knew what a shiny was (should've remembered that red Gyarados from gold) so I didn't quite understand why it was blue. I found it in the bug contest, but then I lost the file, so I replayed it and spent hours in the same spot looking for that blu beedrill :(. I didn't find it, but I found others, like Pidgey, Zubat, Shelder, Chinchou, Shupet, Swinub, Mewtwo (it only took me 15 minutes). Then I found a trick with a patch of a hack here, in which you got a shiny Murkrow. I don't remember how but I could make every pokemon to be shiny in ruby, that's how I got my Beedril back.