I know I'm very late to the party, yes.

I've decided I want to play games other than Pokemon on my GBA...especially since my PS3 is dead, I have no other game console atm...

I'm looking at Metroid Fusion...is it OK if I play it even though I've never played Metroid before ?

And what are the other absolutely MUST play GBA games excluding Pokemon ?

Both Fire Emblem games. You'll thank me later ^^

Final Fantasy VI : Advance

The best game ever, behind MGS4.

Also, is there is list of Metroid games in chronological order in the story ?

Btw thanks guys !

Golden Sun, Golden Sun: the lost age and Zelda the Minish Cap

k thanks, do I need to play the other Zeldas to enjoy this one ?

No.

Advance Wars 1   2, fantastic games. 

I don't think playing the game in story order really matters. I've played all of them and it is about as important as following the Zelda chronological order (which is zero importance). Each game is independant and you really don't need to know anything about previous games. Sure, you might fight Meta-Ridley instead of regular Ridley but it doesn't really matter.

As for other good games, I'll second some games

• Fire Emblem (Both games)
• Zelda: Minish Cap

And add

• Advance Wars (Both Games)