LesterKnight99: i've heard that this series is great, but also confusing, so which game should i start with?
If you want to follow it chronologically then you can check out this list.
[url=http://en.wikipedia.org/wiki/Metal_Gear_2:_Solid_Snake]http://en.wikipedia.org/wiki/Metal_Gear_2:_Solid_Snake[/url]
You have to consider that some of those games are from are on the NES but they came out on ps3/xbox as well in the metal gear HD collection.
You have to consider that the series has two main protagonists. One is Solid Snake and one is Naked snake. If you want to know the full story, start with the mgs collection. The old Metal gear games you play as solid snake, MGS 1 on the ps1 (and now on psn) you also play as Solid Snake. So if you want, you can skip the older ones and start with MGS1. In MGS2 you play as another character, who's name is Raiden. So after MGS1 you can go and play MGS2 cause Solid Snake is somehow linked in that game as well (won't spoil you anything). Then you have MGS3 (most people say the best in the series) on the PS2 which you play as a new character Naked Snake, so if you want to start with this one then it's also ok since the story has nothing to do with MGS1 and 2. Then you have MGS4 which you play again as Solid Snake and it's the last game in which you play as him and his story in the MGS saga will be concluded in this game.
MGS4 will have flashbacks and explain stuff from the previous titles but if you have not played any MGS game, then you will be confused.
Then you have the MGS games on the PSP with one being a rather small game ( called portable ops) which can be skipped and MGS: Peace Walker. This last one is also one of the better MGS games despite being on the PSP (besides it was released on the ps3 anyway). If you want to follow the latest MGS games' (Ground zeroes and phantom pain) story then you have to play Peace Walker.
If you want the full experience then go and buy metal gear solid legacy collection on the ps3 which includes all the MGS titles including MGS4 which was a ps3 exclusive.