I had a socket quest complete itself
there was someone else in my game, not in my party, just us two
I had killed shenk like 20 minutes ago in a different game, never used the socket
it auto completed itself in this game
I mentioned it in the chat.. and he left
Can someone steal a socket quest? sounds messed up right?
OR did the game just glitch?
idk.. ideas?

Did you try leaving that game and making a new one?

yep. no luck

No one can "steal" a socket quest.
All quests are connected to the player(s) that completed only.

You may have just used your socket quest by accident/forgot you did it, and you thought it prompted in that game that it had completed when he did his(As a done quest, no matter how long ago, will not clear itself until you press Q).
But, if you think it was an error/glitch in the game, it's best to ask/check on the bnet forums to see if it's happened to anyone else.

Yea I’ve never heard of this in all the years I’ve played D2. I would imagine that quest rewards are coded server side directly into your characters data and therefore inaccessible to others since you can’t “drop” it.

You could contact Blizzard support and report the potential bug. I think there’s even a live chat option. I doubt they will roll your character back or anything, though.

Have you made sure you're creating the right game? norm/nightmare/hell?

Very good point. Maybe you had just completed it in a different difficulty and joined a higher or lower one shortly after.