This game's a solid place to get your first few Shinies for sure! As long as you play with the sound on, you should be able to hear a sparkly sound effect when a Shiny spawns near you!
If you turn off Autosave and instead manually save every time you enter a map, you can reload in case it runs away, which happens fairly often. Pokemon are generated when the map is selected, not when you approach them - so reloading will put the Shiny back where it was.
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