For me, at least, Metroid is all about exploration, and the best way to implement a good exploration element in a game is to create an atmosphere that a player naturally wants to explore. Super Metroid and Primes 1 and 2 are the prime (pun intended) examples of great atmosphere in a game. The great atmosphere comes from the mood that your surroundings create. Take Maridia from Super Metroid, for example. Personally, I find Maridia to be the low point in the game, but even the low point creates a captivating mood. It does this through the mood set both by Samus's isolation and the overall scenery, the depth of the area, and the music.
In recent games, Samus has interacted more and more with other humans, peaking with the recent Other M. It makes me wonder if the people that lobbied for space marines to play a bigger role in the games really had any idea what Metroid was about. Or what storytelling was about. See, the thing that makes Metroid different from other games is the solitude of the character you're controlling. In the best Metroid games (Super, Prime 1, and Prime 2), Samus hardly has any interaction at all with the human world. It's just you exploring a strange planet and confronting all of the different creatures that inhabit it, whether harmful or helpful. That solitary mood spreads over to you while you're playing, and it makes up a large portion of what you feel while you play a Metroid game.
The scenery of the area you're exploring plays a large role in the making of a Metroid game as well. Going back to Maridia, the least interesting scenery in Super Metroid, the area still had a varied structure. There was a satisfying mix of rock, sand, plant life, as well as intelligently designed structure in the eastern parts of the area. The landscape makes you curious about the history of the area. Why is there an intelligently designed structure underwater? As far as I know, you never find out, which gives the area character. In this way, the areas you traverse in the game become characters in themselves.
As far as depth goes, Maridia, being probably the largest area in Super Metroid, naturally has the most power-ups to find. Another factor of an explorable atmosphere is the motive the game gives you to explore it. Power ups make you stronger and you feel as if you're working toward something. Every missile tank you find makes you feel like you've achieved something until eventually you know where every item in the game is.
Finally, the music also plays an enormous role in setting the mood in an area. Again returning to Maridia, the music is mysterious and gradually builds your suspense until you finally confront Draygon.
If those elements are done correctly, the most important part of a Metroid game, the atmosphere, will honor the integrity of the series.
There's more that I could say about what makes a Metroid game, like the way the story is told, but I already have doubts about how many people will have the patience to read even this much of my rambling.