Yes, Metal Gear was on the MSX2. The MSX is basically the same as the early Famicom, in term of types of games. Several have been ported to Colecovision, though none are suberb games. Most MSX games were ported to the superior Sega Master or Nintendo Systems.

The MSX 2 is more of the desirable system to me, in terms of games. It had a lot of later 8bit-era games that were never released on NES or SMS. But it's harder to find, and very expensive.

If you want to collect, be my guest, but if you want to play, the alternative could be the contemporary 1chipMSX, which was sold from Japan, and is pretty rare and VERY expensive. It allows the playing of I think all MSX and MSX 2 games.