RE: Your very first shiny!
My first shiny was in Ruby, and it was a Wailmer (I was looking for Wailords 8D)
I nearly didn't catch it because I didn't see the sparkle, but I thought it looked different. SO lucky!
I also caught a shiny Tentacruel in SoulSilver (I was looking for Horsea)
I also didn't see the sparkle and only because of the big color difference was I able to catch it.
So, in reality, I've never seen a wild Pokemon sparkle, but I've caught two shinies. Weird.