....
Actually, you might want to try Metroid Fusion first (GBA).
Sure, it's more linear than any other metroid game, but the linearness is a good way to get you started on the Metroid series. I started with Fusion, and now I've beaten every Metroid game (besides II, never even played that, but I'm trying to find it) and it's safe to say these things.
Super Metroid is the best 2D Metroid game.
Metroid Prime 2 is the best 3D Metroid game, and the 2nd best Metroid game.
Metroid Fusion and Prime are the runnerups.
Go play those. NOW.