Well, the first sxhiny I saw was a shiny Gulpin in Pokemon Ruby. Unfortunately, I didn't know what one was at the time, and I defeat it.
Then, the first and only shiny I have ever caught was in Pokemon Emerald. It was three hours after helping Wally get a Ralts, I had been trying that entire time to find one, and I was about to give up. Then on what was going to be my last run through I found a Ralts, and to my surprise, it was a blue one, I was thinking that was strange, so I made sure to catch it. It was a female Ralts, level four, and I named it Ophelia, and to this day, I still use her in my White 2.
I said I have only caught one, but I have hatched plenty, my first one being a male Ralts, which was then a Gallade, then two female Snoruts, which one went to my pal who loves Froslass, and one to me for a Froslass, then another shiny Ralts, female, another addition to my psychic team, and that is all of them.