No.
After receiving the Lunar Wing from the Stranger's House, head to Marvelous Bridge. You will be told to hold the Lunar Wing up high, and once you do, Cresselia will appear for battle.
Some strategies for Shinies:
- Soft resetting; patience is needed.
- Masuda method if by breeding.
- In Gen V, the Shiny Charm increases the chance of encountering Shinies.