Also bought the HD Collection for the Vita. Only complaints are
1. NOT FOR CASUALS
2. NOT FOR CASUALS
But the framerate and visuals are pretty nice so it has that going for it.
I see no problems here.
Anyway, um, well, story is going to take a while to explain and basically you need to start with the first Metal Gear Solid. You can either play the PSX version (which is available for the Vita), Twin Snakes (if you have a Gamecube and it's a better, modernized version of the first game), or the Digital Graphic Novel (which is still PSP only for some reason). There's also the first two Metal Gear games (which you can play on MGS3) but their backstory is pretty easy to sum up and most of it is explained anyway.
Canonically the order is MGS3->Peace Walker->Ground Zeroes->The Phantom Pain (still to be released)->Metal Gear Solid->Metal Gear Solid 2->Metal Gear Solid 4.
EDIT: Forgot to mention that Portable Ops is debated on whether or not it's real canon. It introduces Miller and some of the other characters for Peace Walker but you don't really need that Portable Ops backstory for it. Portable Ops isn't mentioned in any other game and a lot of plot points fuck with already established canon. Peace Walker is definitely canon though. Also Portable Ops is kinda awful so better just skip it and play Peace Walker which is much better anyway.
Metal Gear Solid 3 is challenging but not cruel. Don't use the traditional overhead camera, it works in MGS2 where you're in confined little spaces but not at all in 3. Switch to the over-the-shoulder view.
Binoculars are your friend. Use them all the time. You'll spend a lot of time lying in the brush watching enemy movements and finding that little gap in which you can take them out.
For CQC you're good if you know how to grab them, choke them (or optionally slit their throat), and move them. There's some minor tricks to it but they're not necessary for beating the game.
Preserve ammo, you never know when you'll need it, especially on the boss fights.
Otherwise it's a game about patience, learning, and getting better over time. Once you get the hang of it you'll feel like a bad ass.