Sooooooooo... just in case anyone was wondering "Is Mega Man the same person in every game?" I found the answer on Reddit. It's a good bit of text but its interesting:
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Rock was a housekeeping robot that Dr. Light made into Rockman (known in the west as Mega Man) to fight when Wily stole and reprogrammed the first 6 robot masters. This Rockman/Mega Man is the protagonist of Mega Man 1-11, Mega Man & Bass, the Gameboy Mega Mans, and other spinoffs. Proto Man was the prototype "brother" of Mega Man, and was the first robot Dr. Light created that had self awareness. He was faulty, however, and required upgrades that Proto Man feared may change his personality or remove his self awareness, so he ran away. Around the time of Mega Man 3, Dr. Wily repaired a desperate and dying Proto Man, who then repaid the favor by attacking Mega Man throughout the game, before eventually saving him at the end, feeling that his debts were paid. He is in no way related to Zero. In the later classic games, Bass is introduced, who also has nothing to do with Zero, but was created by Doctor Wily as his answer to Mega Man. However, Bass realized that Wily was incompetent and mostly went into business for himself, sometimes fighting on the same side as Mega Man and sometimes fighting against him. He's basically the Shadow the Hedgehog of Mega Man.
X is an upgraded sequel to Mega Man that Dr. Light was creating in the later years of his life. X has the ability for free thought. At the same time, Dr. Wily was working on his greatest weapon yet: Zero. Neither Doctor was able to finish their creations by the time they died, and both were sealed away indefinitely. 100 years later, Dr. Cain happened to stumble upon X, and used his blueprints to create the Reploids. However, for unknown reasons, some reploids began to act up and rebel, and were branded as Mavericks. This facilitated the need for Maverick Hunters to be created. The best and strongest of the Maverick Hunters was Sigma. He was well respected by the other hunters. Because of this, when there is news of a strong Maverick who has killed entire units of Hunters, Sigma and his team are sent to investigate. The Maverick turns out to be Zero, and, after a difficult fight, Sigma wins, shattering the crystal on Zero's forehead and knocking him unconscious. Zero is repaired afterwards, and is seemingly no longer a maverick, and joins up with the Hunters, becoming one of their most elite members. However, not too long after this, Sigma turns maverick, unknowingly having been infected by a virus that was released after shattering Zero's forehead crystal. This sets the events of the X series into action.
The Zero series continues and concludes the stories of Zero and X, this time with Zero taking center stage. It also introduces Ciel, a scientist who resurrects the sleeping Zero in a time of crisis, and the 4 guardians, Harpuia, Fafnir, Leviathan, and Phantom, who aren't super plot relevant, but do impact the ZX series somewhat. Not a whole lot meaningful else to say about MMZ. Also worth noting that Humans and Reploids at this time are becoming more and more alike.
The ZX series introduces the Biometals; sentient, talking, floating pieces of metal that house the soul of a hero from the past, and can merge with chosen Humans or Reploids, who are now basically indistinguishable from one another, to become Mega Men. The biometals were created by Ciel specifically to store these souls. There are 9 known biometals: Model X (housing the soul of X), Model Z (housing the soul of Zero), Models H, F, L, and P (housing the souls of those 4 guardians I mentioned earlier), Model A (maybe housing the soul of Axl, though Axl's existence in canon is debatable and he never appears in the Zero series, so it might just be its own thing), Model O (a secret biometal based on one of the main villains of the Zero series, but isn't plot relevant), and Model W (based on another main villain from the Zero series). Model O and Model W were not created by Ciel, and Model W specifically plays a key role in the events of both ZX games. Model X is able to merge with Models Z, H, F, L, and P to form Models ZX, HX, FX, LX, and PX, and Model A shares Axl's ability to fully morph into other things, and can take the forms of any of the other Biometal users in the game aside from Model W, as well as the other various bosses fought through the game. And to clarify again, all Biometal users are referred to as Mega Men.
The Legends series takes place thousands of years after the events of Mega Man ZX Advent, the last game chronologically in the timeline of 2D platformers. By the time of Legends 1, the world has been mostly flooded, and people called diggers explore the ruins of ancient civilizations for treasure and power sources for the few remaining towns and settlements out there. Mega Man Volnutt was found by a retired digger, Barrell Caskett, as a baby, and was adopted and given the name Volnutt. Together with Barrell's granddaughter Roll as his spotter, the events of the legends series see Mega Man exploring ruins and eventually finding out his origins, what happened to Roll's parents, as well as the history of their world.
Meanwhile, in an alternate universe, Dr. Light focuses on the development of the Internet instead of Robots, thus leading to the events of the Battle Network series. In this universe, almost everything, from ovens, to statues, to even trees are connected to the internet. Humans use sentient Net Navigators, or NetNavis, to assist with many household chores like shopping or cooking. Some people also battle with their NetNavis, and our protagonist, Lan Hikari, is one of them. Lan's NetNavi is MegaMan.exe, and he and Mega Man fight many other viruses and NetNavis, some evil and looking to take over the world, over the 6 games in the series.
At least 200 years later in the same alternate universe, Geo Stelar is depressed after learning that his father, an astronaut, has reportedly gone missing. One of Geo's dad's friends then gives him a device called a visualizer, which gives him the ability to see the "Wave World", an entire world of beings made of Radio Waves. With this device, Geo teams up with a Wave Being called Omega-Xis, merging with him to become Star Force Mega Man in order to fight against other Wave Beings causing trouble in the human world, and ultimately to figure out what happened to his father.
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Yeah.