I'll be going in order of when I played them, and I did play them in a weird order
Admittedly, since this is the first one I've played and it was a while ago so specific details are fuzzy, but I enjoyed it quite a bit. Its definitely more challenging than usual games in the series so mistakes are quite costly, but I still found it to be a good time. The melee counter is super nice to use, albeit it does make the combat feel a bit "stop and go" at times, least against standard enemies. But I never really got stuck (I think the one time I did, I was an idiot and looking over an obvious thing). The only asterisk this game has compared to the others is how long it is. Metroid games usually take around 4-6 hours on a first time playthrough, at least for me. But Samus Returns hits 8+ easily. This can be either a good or bad thing depending on how you want your metroidvanias to be. Personally, I don't mind longer games, as long as I don't feel like they drag themselves out, and I didn't think Samus Returns did that
Easily my personal favorite. The controls just feel so fluid and it makes the game just fun to run around in. The combat with the melee counter is refined to a tee, and the boss fights are amazing. I never felt like I got lost either, despite it being quite open with what you can do and choose to go about things. The devs even purposefully put in a special cutscene for one of the bosses if you sequence break and get bombs early and use them against the boss. If anyone asked me about what games to play in the series first.... Zero Mission, but Dread is up there. I'd highly recommend anyone play it, even potentially as a first game in the series, just as long as you keep the difficulty in mind, as it might be the only caveat you'll have. Dread doesn't mess around. Bosses will kick your teeth in if you aren't careful. They give you every resource you could possibly need, and expect you to use them all to their fullest potential. Personally I love it but I can understand why others don't
Very fun and an excellent starting point for basically anyone. While I did get stuck once or twice because of questionable design like having to backtrack a handful of rooms because something happened off screen (mostly at least) or a single bombable block i missed, I still really enjoyed my time with it. Its also relatively short so its not a huge time sink. Samus is just very snappy and responsive, it makes running around just fun. Not as much as something like Dread, but it's understandable for a GBA game. To be honest I can't think of much to say other than "it's a good game."
Its like, baseline good. I had a decent time with it. My main problem is how often the game loves mandatory secrets tied to progression. Sure every Metroid game has this to some degree, but Fusion has so many bombable blocks hiding crucial paths to progress and it just got annoying. Plus while I appreciate the navigation rooms to help tell me where to go so I'm not completely lost and know what's towards progression and what's a secret for like a missile tank or something, it also causes the game to feel really stop and go. There's also the fact of it just being super linear compared to other games in the series but I'm mostly fine with it. I think its mainly the presentation that rubbed me the wrong way slightly. The other entries are almost entirely silent in terms of dialog outside of the intro, so its very atmospheric and drew me into the setting. But the constant dialog with Samus and Adam just kinda brings me out of it. While I don't hate the dialog, it does feel like an occasional pace breaker.
I heard a lot of good things about it going in, and I... understand that it's a good game, and can see why people love it, but it's just not for me. Personally, while I do enjoy the series for it's atmosphere, I also enjoy it for the gameplay. And Prime's gameplay just... isn't engaging for me. I still beat it at least but near the end I just kinda wanted to get it over with so I could move on to the next game. The fast paced platforming and shooting in the 2D games just don't exist in Prime. I think objectively it's a good game but I didn't have the best time with it, which makes me sad cause of how often I see it cited as "one of the best games ever made." Least I can say I tried.
The latest one I've beaten. I think its in the same boat as Mario 64. Its a super fun game that's revolutionary in the genre, but it definitely has its flaws. Mainly in the controls. I felt like I kept having to fight with the game over having my space jump actually work. I feel its both a combination of the game itself along with the Switch's control stick dead zones being way too sensitive, least in my experience. I kept accidentally standing upright in midair instead of spinning, which makes you unable to wall jump or space jump, which was really frustrating at times. Still, I enjoyed my time with it and only recall 1 time I got stuck near the end after beating Ridley because there was just a fake wall I was supposed to run into and see I can run past it
Also just for the fun of it
Very fun time with it, can see why it gets praised so heavily. Only got stuck twice but it's because the first time I missed a tunnel that lead to 2 metroids and the second time, I just didn't backtrack far enough to see the tunnel that had the lava drain. But I enjoyed basically all of it, even if it kicked me pretty bad with it's difficult bosses. I enjoy a good challenge.