My first shiny that I caught was a 2IV Lillipup in friend safari and my second shiny (1st I bred) was a Shiny 4IV Mareep. This was in pokemon X cause I didn't play the other games long enough to get a shiny.
My first shiny ever was in my first game, gold version, and i found a shiny Hoothoot, and i wasnt even given pokeballs yet -_-
My first in X and Y was chain fishing and it was a shiny carvanha!
XD I caught my first shiny in Diamond and it was a freaking Rattata. Very disappointing to be honest. I wanted it to be a starter pokemon or Salamence.
Can't remember the first shiny I ever caught, but the first shiny I encountered was in pokemon diamond and it was girafarig.
I only had one quick ball and it didn't catch xD
Technically my first was a Gyarados. But whose wasn't? I really can't remember my actual first shiny, so I'm just gonna say it was a Geodude I found in Y.
My first Shiny pokemon i caught was a Noctowl, that was in pokemon Liquid crystal! And the first i encountered was a Rattata in Fire red but i didn't had pokeballs to catch it, I was delivering Oak's Parcel at that Time!