I think my first shiny was indeed the red Gyarados, but since that doesn't count, the first one was a Butterfree in Gold. Ironically, it appeared when I headbutted a tree at the Lake of Rage.
I encountered two more shinies in the same game of Gold. And those were two Noctowl. In a row. Just like that.
Besides these, I have yet to encounter another shiny.
lucky. I remember spending forever trying to Headbutt for a shiny Noctowl (have 72 hours on my SoulSilver thanks to it), and just got so fed up that I settled for a normal one instead, which is now a 75-er, but still lacking.
I really should transfer my Tentacools soon...
My first "seen" shiny was a Starly, in the Safari Zone in Diamond. I was looking for a Carnivine when this dude appeared, but it ran away. Even if I did find what I wanted, I was still kinda pissed.
Time after, in Platinum, after succeeding in the Distortion World and catching Giratina, I went to Lake Acuity to register Uxie in my Pokedex. As soon as I surfed into it, BAM. Shiny Psyduck. Also caught him succesfully.
Finally, in SoulSilver, my first shiny was a Tentacool. I was about to lose him because I only had 3 Ultra Balls, but the last one made him stay.
But my most lucky game for shinies was Platinum, definitely. *shrugs*
I saw a shiny girafig in my cousins saphire while looking for a wobuffet in the safari zone. I was barely looking and ran away just before noticing it was shiny-_-
But then I discovered chaining and now I've got loads of shinies!
The first Pokémon I ever caught in Pearl was a shiny Shinx. At first I thought I was hallucinating, no way I found a shiny that quick. The second shiny I found was a Golbat in Mt. Coronet on my brother's Diamond game. My brother was stuck so he asked me to get him through it, and he was pissed when he found out I caught TWO shinies in the same week.
He got me back though by hatching a shiny Magikarp on my Pearl (I was trying to do the Masuda Method with Meister's Magikarp which I later found out doesn't work - and he STILL got a shiny from it ). Of course, this was before HGSS, so he went and evolved it. Then about a month or two ago he was replaying Sapphire and found a shiny Wailmer.
I traded my Crobat and I think he released the Gyarados when he caught a better one in SS, so we're both down to one random encounter shiny each. All the others I got from events or trades.
Name: Stevie ♦ Game: Sapphire ♦ Badges: 3/8
B2 Friend Code: 2495-2017-8656
My first I believe was a Shiny Golbat up in Spear Pillar (A good place to train in R/S/E got many Pokemon to lv100, including an lost Flygon that I didn't know what happened to. He just appeared and I was surprised (Actually this could have been a Shiny Zubat in another area but I am not sure).
I found a second Shiny Golbat up in Spear Pillar, but because I wasn't paying attention I accidentally killed it, when I noticed it it was dead.
I also once found a Shiny Zigazoon in Ruby but restarted the game. See I was too impatient to beat Collo or XD on the GC so instead of transferring it I went ahead and restarted the game >.>
Third Shiny happened in Gold, I decided to replay it (Gold not Heart Gold) and headbutted a tree before finding a Shiny Caterpie, now a Butterfree.
Mine is a very cool story. I had a Nincada swarm in Platinum (I love Shedinja and Ninjask) so I went towards Eterna Forest while walking to show my friend. I tripped on a cable and accidentally ran into the grass. In the VERY corner (1 tile and I would have missed it)... BAM! Shiny Budew. I was amazed. It is now an awesome Roserade, and the only random encounter shiny with my ID. :)
My first had to be a Caterpie in Fire Red.
My first was the Gyarados on the lake rage, thought it was a virus of some sort! It was in my Crystal Version.
Shiny Poocheyena just outside Rustboro on Emerald, caught it and now it's a Golden Mighteyena