Mega Man 1 is the only MM game I've ever finished.
As a kid.
When I had far more patience.
I'm not sure which ones I beat as a kid. I remember playing at least parts of all of the NES ones. I know I consistently beat the X series on SNES.
I went through the 2nd one about 3 or 4 weeks ago. It wasn't so bad! I even beat it on difficult. It was not my intent to play it on hard, but I thought the start screen said "difficulty" as in, "select a difficult", then when it started up, I just played lol.
It does take some patience, but I found that with enough perseverance, you really just learn the stages better and it's not too bad.