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In all seriousness, I think my first shiny was a Zubat on Silver, but I was playing on the original greenscreen Game Boy at the time. Saw the sparkles but didn't know what the fuck they were so I killed it. mfw I discovered what shiny Pokémon were.
First shiny I *caught* was a Koffing from whichever tower in Ecruteak you find Koffings in (always get the names of those two towers mixed up). Didn't train it, but was happy with my blue Koffing.
I haven't seen a shiny *at all* since Gen III. Sad trombone.