I'll start.
First found: Graveler in Platinum.
I was in the face you go through with Riley. I had went to get an item and when I was going back, there it was. A shiny graveler. Now, young me thought I had mud bomb instead of earthquake on my torterra. I would have used mud bomb on the lucario and the other non shiny graveler than used my togekiss to weaken it. I used earthquake and got upset.

Pincer in gen 6. I called it blue beetle and it became my mega for the post game.

First caught: Pidgey in Y.
I had just completed the catching tutorial. I had said to myself "You know what? I won't do a nuzlocke, but I'll only catch the first Pokemon I find in this area.
It was a shiny Pidgey.
I was screaming about it for a good 5 minutes.
I caught it in a pokeball and named it something stupid.
When it evolved I changed it's name to wind wake because I liked Zelda. It's still on my team to this day.

Cave not face

Waker not wake

I got a shiny cresselia in Platinum randomly.
And one of my first encounters in moon was a shiny mankey.

First shiny I found was a diglett in Heartgold. Named it Blue for its blue nose when I caught it. Also found a shiny seel and yanma in other games.

There was a recent shiny magby I found in a fan game. My stupid partner killed it. I mean, I wouldn't be able to use Magmorter anyway, but It's always nice to catch a shiny Pokémon naturally.

My first shiny was a Milotic from VGC 2009, so that's not interesting. My next one was a Shiny Drowsee in Heartgold, which I lost due to my DS dying.

I think my most interesting 2 are my Shiny Cottonee and my Shiny Chikorita.
The Shiny Cottonee was kinda funny. I was looking to add one to my team, and thought to myself, "Wouldn't it be cool if I found a shiny Cottonee to use for my team?" Lo and behond, I found one a few encounters later. I sadly do not have it anymore, and I'm not entirely sure why, but I believe my younger self traded it for a shiny Weavile which I DO still have.

The Shiny Chikorita is what I'd consider my luckiest Shiny. I decided to restart Pokemon Soul Silver, and I wanted to try Soft Reseting for a shiny starter. After only around 34 resets, I managed to get myself a Shiny Chikorita, which I used throughout the playthrough. Mind you, this is Gen 4, back before the doubled the shiny rate, and it was without Masuda.

I've never seen a shiny. *Proceeds to play the worlds tiniest violin*

Oh, that's why you didn't show up on this thread earlier.

Yep.

So, my very first shiny, like probably everyone's, was the shiny red gyarados in the lake of rage. Boring, huh? But fast forward to Gen 5, post game I was gonna get Terrakion for my pokedex. But a few encounters before that, I found a shiny Boldore. Needless to say, I FREAKED THE HELL OUT. I caught it and named it Crystal then evolved it into a Gigalith but sadly the save data corrupted, and I lost it forever.... It's fine. In ORAS, I have almost a box full of shines due to my excessive shiny hunting via dex nav~

Black 2, found a shiny mareep.

I took that fucker to gen 6 and memed on the elite 4

*Gen 6 chain fishing PTSD*

First one I ever caught was a shiny remoraid, and I evolved it and gave it away....why? Cause shiny Octillery looks like its in a constant state of "I'm gonna puke".

You know what, I'll talk about my other shiny experiences.
Found: Aggron in platinum.
I was just messing around cuz I decided to do the battle factory with both soul silver and platinum. I went into the battle factory and I saw that in platinum, there was a shiny aggron as one of the choices.
Needless to say I was crying for a while.

Why do I torment myself reading this?

Caught: Clawncher in X
So I wanted a dragon scale since I wanted a Kingdra. This was before I knew about chain fishing. So I was fishing to get a dragon scale. I kept getting Clawnchers and eventually I said "Can I just not get a Clawncher!?"
My next encounter was a shiny Clawncher.
I was dieing laughing.
I caught it, but I don't know where it is now.
I think I might have given it away but I'm not sure.

Don't worry, I know you'll find one one day.

I found a shiny Pidove in the post game with my level 65 team. It was level 2. I was sad.

Shiny Female Ledyba in Pokemon X.
Nature: Naive
Date: 2/1/2014
Where: Route 4
Level met: Lv. 8
Characteristic: Mischievous

I was running in the grass for a Ralts I believe and that Ledyba appeared with sparkles around it. It was my first Shiny Pokemon encounter ever, I caught them and named them "Lady". Right now, she's in Pokemon Alpha Sapphire, now a Lv. 81 Ledian!

My first shiny was a shiny Gyarados in Silver. Caught it at the Lake of Rage.