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Talal said:
You should play all the main ones. Also Peacewalker if you can. Since you started with Ground Zeroes maybe you should play MGS 3 then Peacewalker then 1 > 2 > 4.

Chronology goes like this: MGS3 > Peace Walker > Ground Zeroes > Phantom Pain > The original 2 MG games (You can just read about those) > MGS1 > MGS2 > MGS4.


They say to not play them like that because the story would be confusing (as if it wasn't already confusing), and you wouldn't know about some characters.