In Pokemon Legends: Z-A, players collect Mega Shards, but the game doesn't immediately explain their purpose.
The game starts with a tutorial in Lumiose City, where players 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 clear until later in the game.
Author's summary: Pokemon Legends: Z-A's Mega Shards have unclear purpose initially.