The Shiny trail is presented as a trail of footprints from regular shoes on the ground, starting from and ending at sudden points.
In gameplay, Shiny trails are meant to help the player locate the Shinies hidden in each levels. For every hidden Shiny, there is a Shiny trail leading to it. Turning on the AVA near a Shiny trail will make its footprints glow golden and reveal an X-Mark at the end of said Shiny trail. It is at this mark that the Shiny is buried. Once the X-Mark has been revealed with the AVA, use Stomp on it to get the Shiny. Afterwards, the Shiny trail disappears.