My first shiny was not in diamond or pearl nor platinum.... it was in leaf green in one of the sevi islands.
the pokemon i caught was a weepinbell, i thought it was female but it turns out it was shiny eventually i sent it ova to pearl and managed to trade it for something more useful i recall it was a level 97 rayquaza with fully trained iv and ev's witch was awesome
i still have it and has won me multiple uber battles