'I got shocked' isn't natural English. We probably wouldn't say this. 'I got electrocuted' is natural English, but it describes a very serious, or possibly fatal, incident involving an enormous amount of current entering your body. In most cases, to describe the momentary pain of touching a faulty device or live wire, you'd say 'I got an electrical shock'.

the first sentence sounds very unnatural since one would think that you wanted to say "I was shocked" which would have a different meaning, but both are ok and do have the same meaning.

"I just got shocked" or "I got a shock" are both correct. You would never say "I just got electrocuted" because when someone gets electrocuted it means they have died as a result of an electric current. So when you say "He got electrocuted", it means he died. If he just got a shock, he survived. I hope this helps :-)