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Baltoy, in some pirated copy of Ruby my mum got me out of nowhere one day, neither of us were the wiser.
The funny thing is, I didn't even know about shinies at the time, not only that but it was about the fourth Pokemon I ran into since the copy already had a save file.
I assumed it was better at beauty contests because it was blue, and got halfway through them all without even knowing how the contests worked.
Other than that, my first shiny in an official copy was Zubat in Pearl. Luckily I was slightly less braindead retarded at that time.