Can you play ONLY gameboy advance SP games on a Game Boy advance SP

There is no such thing as a GBA 'SP Game', as in, games designed to either work differently, or work only on a GBA SP. All GBA games will work on all GBA consoles of any kind, be they the original GBA, the SP, the SP+, the Micro, and even slot-2 of the DS and DS lite.

You can also play GBC games on a GBA. I believe the Micro cannot, and the DS cannot either.