We obtain the Ruppeiner geometry associated with the non-extended state space ($Lambda$ constant) of the charged Gauss-Bonnet AdS (GB-AdS) black holes and confirm that the state space Riemannian manifold becomes strongly curved in regions where the black hole system develops strong statistical correlations in the grand canonical ensemble ($M$ and $Q$ fluctuating). We establish the exact proportionality between the state space scalar curvature $R$ and the inverse of the singular free energy near the isolated critical point for the grand canonical ensemble in spacetime dimension $d=5$, thus hopefully moving a step closer to the agenda of a concrete physical interpretation of $R$ for black holes. On the other hand, we show that while $R$ signals the Davies transition points (which exist in GB-AdS black holes for $d ge 6$) through its divergence, it does not scale as the inverse of the singular free energy there. Furthermore, adapting to the black hole case the ideas developed in cite{rupp2} in the context of pure fluids, we find that the state space geometry encodes phase coexistence and first order transitions, identifies the asymptotically critical region and even suggests a Widom line like crossover regime in the supercritical region for $5-d$ case. The sign of $R$ appears to imply a significant difference between the microscopic structure of the small and the large black hole branches in $d=5$. We show that thermodynamic geometry informs the microscopic nature of coexisting thermal GB-AdS and black hole phases near the Hawking-Page phase transition.