When I started X I was playing and playing and had caught a bunnleby and was just going around oblivious to most information about the game cause I wanted to go into it fresh. At some point I cam across a grey bunnleby, and I just figured it was like the other gender of whatever I had caught earlier. So I killed it and moved on.
Later I looked in my pokedex and noticed that there was an entry for bunnleby for a shiny.
I had never seen a shiny in the wild before.