In Pokemon Legends: Z-A, you'll collect plenty of Mega Shards before the game gives you a clear idea of what to do with them.
The game throws you into the story from the start, with your rival guiding you through your first hour in Lumiose City, explaining various things along the way.
You'll learn about Wild Zones and Battle Zones, and encounter Mega Crystals, which can be shattered to get Mega Shards.
Mega Crystals are collections of Mega Energy, found in clusters of rock-like formations and pink shards.
Although Mega Crystals are plentiful and easy to spot, the true purpose of collecting Mega Shards isn't immediately clear.
Author's summary: Pokemon Legends: Z-A's Mega Shards have unclear usage.