I know this may seem like first world problems, but I pulled 20 sacred shards during the guaranteed Elva summon and got 19 epics, and the 1 guaranteed legendary of Elva.  It happens, and I did expect at least one incidental legendary on the way, but that is the nature of the game.

This is why I save shards up and only ever use them for strategic purposes.  It has got to be a fusion or fragment event, or a guaranteed legendary, otherwise the shards sit in the bank.  As a Free To Play, this is how I had 20 sacred shards available to participate in this guaranteed legendary event to begin with.

Play the game for the long run and remember the odds.

Lesson 1: Patience. Save those shards, don't open them every chance you get. You let this game become your prsonal casino, and it will leave you with your pockeets turned. There are strategic times to open your shards. 

Lesson 2: Keep a mercy counter. At certain number of shards without a leggo, the chance to get a leggo starts increasing until you get a guaranteed chance to pull one (220 for Ancient and Void, 32 for Sacred, I think). 

Lesson 3: Timing, know when to pull. I find it best to pull during 2x events, but as you get close to your mercy, wait until a bonus leggo event, so you can get 2 at once. Also, a guaranteed legendary events are good because it eliminates the RNG AND pulling the guaranteed leggo does not affect your mercy counter (unless you pull that same leggo before it's guaranteed, which happens).

Lesson 4: Curb your optimistic expectations way back. Sacred shards are far from a guaranteed leggo, and leggos from shards will be a rare sight to see (like I said, don't let it become your casino). You start obsessing over getting leggo champs, you'll end up like Zed over there.  

Lesson 5: Rarity status means very little in terms of practical utility. There are plenty of examples of Epic and even Rare champs that I'd pick over legendaries. You think not getting a leggo is bad, Warchief and Nobel were my first leggos, and I paid for the damn things. 

At the end of the day, how fun the game is is entirely up to you. The best advice I can give you is learn to play with champs you have and find creative ways to use them. 

Heya Poly. Thanks.

I'll chat about it with the team and see if there's some place we want to put a big "Getting Started in Raid" post that people can link to.