Direct quote
“Metal Gear was the first game that was released. There was this other game that I developed that never made it to the market--Lost World. The title was world but with war like a cross between war and world. It was a Mario-esque action game with a story.”
What it documents
Kojima said Metal Gear was the first game of his to be released, but that before it he had developed another title that never made it to market, Lost World, whose name played on a cross between “world” and “war”; it was a Mario-esque action game with a story.
Source
Gamers Today, interview with Hideo Kojima (undated page, retrieved from web.archive.org). View source ↗
“GT: Was Metal Gear your first game? HK: Metal Gear was the first game that was released.”