In Pokemon Legends: Z-A, players collect Mega Shards, but the game doesn't immediately explain their purpose.
The game starts with a tutorial, where the player's rival guides them through Lumiose City, explaining various features like Wild Zones and Battle Zones.
During this time, players will encounter Mega Crystals, which can be shattered to obtain Mega Shards.
Mega Crystals are both plentiful and easy to spot in Lumiose City.
Author's summary: Mega Shards in Pokemon Legends: Z-A have unclear purpose initially.