I know for example that the AC!D ones are out but what else is missing, I'm new to the Metal Gear games so I want to play every game, if someone can make a list including everything that its excluded even things like Snake's Revenge I will be grateful
For the legacy collection? The only canon games that aren't in it are Portable Ops (which is PSP exclusive, along with the Portable Ops Plus expansion) and Metal Gear Rising. The collection doesn't have The Twin Snakes, opting instead to include the original Metal Gear Solid and the VR missions. Ground Zeroes and The Phantom Pain aren't included for obvious reasons.
As for non canon games, you'd be looking at Snake's Revenge, the two Acid games, Metal Gear Solid Mobile (which may be impossible to get your hands on) and Metal Gear Solid for GameBoy (called Metal Gear: Ghost Babel in Japan). There's also Touch and Social Ops for iOS devices, though Social Ops was only available in Japan and is now no longer available there either.
There are also things such as the Document of MGS2 (which you'd have to buy secondhand for PS2) and the Database (which I believe is still download-able on PS3). MGS3 has a 3DS version but there aren't really any significant differences between that and the HD version.
So in short:
Portable Ops and Portable Ops Plus
Metal Gear Rising: Revengeance
The Twin Snakes
Metal Gear: Ghost Babel
AC!D and AC!D 2
Metal Gear Solid Mobile
Metal Gear Solid Touch
The Document of Metal Gear Solid 2
Metal Gear Solid 4 Database