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Ah yes, the prizes of a Trainer's Pokémon collection, their shiny Pokémon. Since they were introduced, I also have collected several, each with their own story... none of them is a special to me as the first, though.
From the start of Generation II in Japan, I had read online about strange Pokémon with different colors. An Oddish was the first one I'd heard of, aside from the "legendary" red Gyarados, and I wished I'd be able to get my own...
And then my wish came true. In Union Cave, I was somehow lost (hey, come on, I was 11) and on my way out to heal again, when suddenly, out of nowhere, a wild Sandshrew appears. I was ecstatic. I had to catch it! And I did, in a Great Ball, one of the few I'd found up to that point.
Eventually she became a Sandslash, but of course, this was Gen II. Everything had a crappy moveset. She did make it onto a few of my Stadium teams, though...