I don't know "shinny", but I think I can help with the other ones. "Shining" is like a single bright light- like the sun or a flashlight. We use it to describe stars a lot. "Shimmering" is like silk, or maybe waves on a lake or ocean. It's not as bright as shining, but it's still reflective. "Glittering" is like tiny particles all reflecting at once. It's not as smooth as shining or shimmering, and the lights are more broken up. Like glitter. "Sparkling" is bigger particles than glittering, but they're still broken up, and not smooth. For me, this would be like a collection of bright rocks. It's often used to describe jewelry.

Sanwick's answer is better than mine. But since I speak a little bit of Chinese - I tried to check the dictionary and choose which entries seemed to match the chinese the best. （我不是中國人，但是找到這些比較相同的詞。） shiny (not Shinny) - 油光的, 發亮的，晶亮的 （這樣說嗎?) shine ＝ 發光，輝映 shimmer ＝ 淡光，發微光 glitter - 燦爛,閃耀,熠耀 sparkle - 閃耀,火花 －－ 有關係："spark" = 火花 (名詞）