What I really like about the Metroid games is the way the games don't rely on story to bring you through the game.
Maybe you see a short intro "cutscene" of you landing on a planet but that's it, you don't need anything more.
"Here, that's you, that's your ship, you're in space, go explore."
You walk a little and eventually you'll come by a powerup. Using this powerup you often can proceed to new areas in which you'll find more powerups. But the powerups aren't a mere alternative to keys, no, they're also fun to use. The rockets for example, great way to access new areas and at the same time give you a strong weapon against bosses. Or the grappling hook, I'm not even going to bother talking about it here.
Anyway, if you havn't already checked out the Metroid games, do it. My recommendation is to start with either Super Metroid or Zero Mission (kind of a reimagining of the NES Metroid).
Can't recommend Metroid for the NES though.