1) When a Pokémon changes its form when clicking the arrows, make the sprite also change. (For example, when Venusaur turns into its mega in the Pokédex, the sprite would also show as the sprite of the mega)
2) Making shinies only visible when you catch one. Like with any other Pokémon, you'd have to catch a shiny in order to be able to see a shiny in the Pokédex.
3) Only enabling alternative forms (like megas, pinks, alters, summer, etc) when you catch a specific Pokémon. This could be added to the previous point, but what I'm saying here is that when you catch a Lopunny you'd be able to see its Summer form but not its Shiny form.
4) Making the Pokédex say the evolution method for each Pokémon able to evolve.
5) Adding a filter for "Caught", "Seen" & "Unseen" Pokémon. This'll make the Pokédex easier to fill.
These features would make the Pokédex so much more fun to me at least.