It actually depends on a number of factors, anonymous, including whether the pokémon is wild or domesticated and what species it is. Many pokémon are actually colorblind, and while some researchers claim that alternately colored pokémon also put out slightly different scents than their average-colored kin, there really isn’t enough evidence to substantiate that claim. For this reason, by and large, the pokémon themselves might not notice a difference.
However, coloration does play into the predator-prey dynamic. A differently-colored prey pokémon such as rattata, for example, are far easier to spot in the shadows of their native forests than the average-colored deep purple rattata. For that reason, they’re far easier for avian predators to spot and hunt down (as birds are not colorblind), which means other rattata may give them a wide berth. Conversely, stantler, which are normally brown to allow them to blend in with their environment, are also larger and stronger than rattata. Thus, stantler herds will typically rally around alternately colored individuals (which are normally bright gold or green) to protect them from larger predators that can see color (such as ursaring).
A similar phenomenon occurs with predatory pokémon, actually. Smaller or more solitary hunters such as sneasel normally rely on their coloration to help them blend in with their surroundings and avoid being detected by their quarry (or, in sneasel’s case, the avian parents of the eggs they’re trying to obtain). However, shiny sneasel are brightly colored due to errors in melanin production, and as a result, they’re far less successful hunters. If a shiny sneasel is lucky, it can coerce other sneasel to do its hunting for it, but by and large, other sneasel will force it to fend for itself. On the other hand, mightyena, which are pack pokémon, will always make sure every member of their pack is strong enough to hunt, which means the chestnut-colored mightyena will always have something to eat, regardless of whether or not its coloration makes it easier for avian and large-game quarry to spot. The sheer numbers of the pack will guarantee that the hunt is successful.
Then, of course, you have pokémon whose alternate colorations are so close to their normal colorations that even if the specimen could see color, it wouldn’t matter. For example, no wild pikachu can tell the difference between themselves and any pikachu with a slightly different color. Thus, the shiny pikachu is treated just about the same as an average pikachu within the same colony.
On the other hand, among wild pokémon with slightly more advanced cultures, alternate coloration can be considered a status symbol. For example, jynx seem to believe that shiny members of their species are destined to be elders, and thus, if a pink jynx exists in a jynx tribe, she’ll be the one to care for smoochum exclusively (an honor given only to elder jynx due to smoochum’s extreme value to the exclusively female jynx tribe). Likewise, pale fur and pink ears are signs of status among clefairy, to the point where they regard any cleffa born with such traits as being destined to become a colony leader—or clefairy king or queen, depending on the gender. Thus, if a shiny cleffa is born in a clefairy colony, the entire colony will eventually take orders from it once it evolves. It will also be the first to be offered a moon stone during a clefairy evolution ceremony. (Granted, it’s normally difficult to tell which individual in a colony is the clefairy king or queen until they direct their colony to attack you en masse, but that’s a different story.)
With that all said, domesticated pokémon tend to be different. This is largely due to human influence, actually. Because humans value shiny pokémon over average-colored ones, it’s easy to get carried away and dote on a shiny more than the rest of one’s team. That, in turn, may cause the shiny to become pampered, which indeed affects a pokémon’s attitude towards its teammates. It’s important from the outset to instill a sense of equality among your team, especially if you only have one or two shinies in a full team of six. In other words, the earlier you begin treating your shiny pokémon just as you would any other, the easier it will be to integrate that pokémon into your team.
Of course, there’s also nothing wrong with grooming a pokémon for a specific purpose (such as pokémon shows, where color variations are a key factor), but it’s also important to make the rest of your team feel valued at the same time.
Regarding your mawile, her attitude could be due to any number of reasons. It could very well be her natural personality, or—if this is a sudden change or if she’s a new addition to your team—it could have something to do with the way she had been treated earlier. Alternatively, it could even be part of a mawile’s natural mischievousness. It’s difficult to say right off the bat, but I can tell you that if she has always been like that and if she is not a new addition, then it’s unlikely that it has anything to do with her coloration.