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 the player's rival guides them through the early stages, introducing concepts like Wild Zones and Battle Zones.
Mega Crystals, which contain Mega Energy, are found early on and can be shattered to obtain Mega Shards.
Mega Crystals are described as collections of Mega Energy.
Author's summary: Mega Shards are collected in Pokemon Legends: Z-A.