There aren't really "levels" in Metal Gear Solid. It's not broken down that way. I guess you could say it's broken into "areas" but even that is a bit of a stretch. It's one long gameplay experience...although in MGS4 they'd added chapters to it. So it's broken down a bit more than the previous games.
Don't worry about dying though. If you do you usually start fairly close to wherever you were before you died. Also keep in mind that you can save whenever/wherever you want. Only way to have a setback in MGS is if you forget to save, but usually someone will contact you from time to time, or before a risky area/boss, and ask you if you'd like to save before continuing.
Alright, now the scolding begins! You're playing MGS4 without playing the others!? Shame on you! Sure you'll have fun with the gameplay, but you'll end up confused and you'll be missing out on a fantastic storyline experience! This is not your average shooter. I strongly recommend playing the others first man!
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