The first shiny Pokémon Ash Ketchum sees is a Shiny Psyduck in the episode "The Psychic Type" (Episode 23) of the anime.
It's important to note that the episode was aired in Japan in 1997, but it wasn't until 2003 that the concept of Shiny Pokémon was officially introduced in the games. The episode was likely written before the concept of Shiny Pokémon existed.