1. I had a good experience travelling by metro to the mall.
'travelling by metro' modifies 'experience'. This tells us more about the experience.
2. I had a good experience, travelling by metro to the mall.
This sentence seems to suggest that you had a good experience and then separately travelled by metro to the mall. It's a bit less clear that travelling itself is linked to the good experience, but again, it depends on the context.
3. Travelling by metro to the mall, I had a good experience.
HEre, 'travelling by metro to the mall' modifies the whole clause 'I had a good experience'. Again, this is not incorrect, but it is a bit less direct.
Among all the three sentences, I would say, we have more of a stylistic difference, than a grammatical difference. All the sentences seem to be grammatically correct.
However, there are slight meaning changes, and 2 seems to be less clear.
And 3 is not the most straightforward way to express the intent.
I think when it comes to GMAT, 1 might be the most preferred option.
(Note that we have to focus on the overall meaning and intent, based on the context, if all the other choices are grammatically correct).
Let me know if there are any mistakes.