Taking from the list in Wikipedia’s article List of metropolitan areas by population the top-ranking 15 metro areas (all with over 15 million population), which cities have you been to? (I’m putting the question in a positive way, and please don’t tick cities where you just changed planes at one of the airports, or changed trains at one of the railway stations.)
Note: I’ve added Beijing to the list, since the current version of the Wikipedia article is missing a city at position 12, and Beijing seems the most likely to belong there. And I’ve been to 6 out of the 15, and plan to add a 7th next month, when I visit Seoul (I’ve been to Seoul-Incheon Airport three times, but that doesn’t count).
I’ve only been to four of them. Seoul I visited while stationed in Korea with the US Army. I was in Tokyo overnight, on a layover, and really saw nothing, so maybe I shouldn’t have counted it. I’ve visited New York once, and LA several times.
On the poll list, Delhi and Beijing. Additional on the linked Wiki list: Barcelona, Berlin, London, Paris. Have passed through the Ruhr conurbation in Germany by train, but that does not meet the OP’s criteria.