First wild Shiny was.. I don't remember which one came first. I'll just put down both.
I had recently started my Pokemon X Wonderlocke. I had the Shiny Clause active (thank goodness). I went into Santalune Forest, and got my encounter for the route (a Scatterbug). I decided I'd grind with the wild Pokemon a bit, so I walked back into the grass. The very next encounter? A Shiny Pansear. I freaked right out, nearly fell of my bed. I allowed myself to catch it, and later evolved it into a Simisear. (I lost it to that one Heracross with Counter in the fighting gym shortly after. RIP Blaze, you will be missed.)
I've already completed USUM, and haven't restarted it, as I wanted to complete the Pokedex. I was in Vast Poni Canyon (I think), searching for missing dex entries. I walk into the grass, and a Carbink appears. I felt like the color was a bit off, but didn't think anything of it. Until it sparkled. I'm pretty sure this was my first wild shiny, so I was insanely happy.