Of course, the first step to hunting anything is knowing what you're hunting for. There are currently 1015 Pokémon, so pick your favourite! It may sound silly, but there's no way to effectively hunt without choosing a Pokémon to focus on. With choosing a Pokémon comes limitations, so make sure your target is within the realm of possibility - make sure it's obtainable in a game you can play!
For this guide, I will be using my favourite Pokémon and partner- Psyduck! It's a Generation I Pokémon and can be found in every mainline Pokémon game except for LeafGreen (wherein it's a FireRed version exclusive... for some reason) and Sword and Shield (it can be found after purchasing the expansion pack). Most multi-generational methods will use SoulSilver as an example, Gen IV.
Be aware that depending on what Pokémon you want, shiny hunting could be a lot harder- or impossible!
There are a few Pokémon that, although they have shiny sprites (usually as a fallback in the event of hacking), have never been available Shiny through any legitimate method in any generation (outside of events):
Once you've chosen your Pokémon, it's time for step 2. I won't be going in depth about static encounters, but pick your favourite standard Pokémon and let's go!