Though, did you guys know that the Ralts that Wally gets in the Gen 3 catching tutorial could be shiny? And you obviously can't catch it... So, if it's shiny, you only see it... Sorry if this actually happened to you...
I remember when I was 9 I first played alpha sapphire and I caught a ralts, I got really excited because I thought that it was really rare and so I kept it on my team, it was probably my favorite Pokémon, if not Blaziken or Breloom