So I had a Nincada at level 30 (I caught it in the bug contest I think) with an empty spot and when I leveled it up it evolved, but I didn't get a Shedinga. Did I do something wrong?
You need to have a spare Pokeball as well. Not just a free space in your party.
Did you have a extra Pokeball? If not then you need to get one to obtain Shedinja. Other than that its a glitch.