Mega Man is pretty neat.
I played the Star Force games back on DS, but I can't really list them as high now due to lack of wifi, so you're left with fewer options since you can't connect with other players online to add more to your arsenal. I thought they were fun though. I only got to play one BN game, which was the first, and by the time I was interested in the series again, I didn't have access to the games, so I missed out and couldn't tell you much. I hear SF is sort of watered down BN, granted the grid systems are different, but I still found the SF games fun, and the third installment was where SF hit its stride (though it also ended). There was another, I think reboot? of the BN series that had a crossover with BN Mega Man and SF Mega Man on DS as well, but I never got that either. I think it was supposed to be the first BN game story, but with the addition of the main character from SF coming from a timehole or something like that, so it's sort of the first game, but sort of not? It played like the BN games, and I think you had the option to switch your character, so that was neat, but again, I never played it personally.
The classic games are pretty good overall. Some are a bit lackluster, but you get what you expect with most. I liked 9 and 10 as revivals to the series, so I'm pretty pumped to see what 11 will bring to the table.
I think the Zero series was alright. It's basically X, but with some slight differences. The first one was pretty weak to me, but they were all alright. There was the Zero collection released on DS a while back, so you may be able to find that used for a decent price. It was definitely worth the 30 bucks or whatever I spent on it when I purchased it.
The X series is my favorite. It just feels a lot faster and I personally like a lot of what is going on in the games. I've not gotten to play all of them, but the original is great, and you're pretty safe with any of the 1-5 releases. I was introduced to X through X6, which is way weaker in comparison to the first 5, but I didn't really care because I didn't know better. The level design in 6 can be pretty dumb and infuriating, but it's okay once you get past some of that. I hear the ones past that aren't that great, and the one in 3D looked super infuriating, so avoid that.
I never got a chance to play ZX, and when I wanted to purchase the first one online years after it came out, it was stupid expensive, so I went with the sequel, ZX Advent, instead. It was a lot of fun, and pretty much fits into the X/Zero gameplay style, more similar to some of the Zero games due to a bit of Metroidvania style levels and interconnected map. The transformations were pretty fun, and I liked the story. It also had some like, ZX Advent Classic, or some mode you could unlock where you play as your main character, but in the classic Mega Man style, and that was a fun addition. I liked it at least.
I never got a chance to play Legends, and I was hoping to have a chance to with Legends 3, but Capcom pulled the plug on that after releasing that demo thing you could play on 3DS, so thanks big C! They looked neat regardless.
It's a series worth exploring, and it's covered a couple different genres pretty well. If you're interested in any particular series, I'd take a look at the gameplay a bit to get a feel of what you're getting into, and then if that peaks your interest, it's generally safe to jump in. Just don't mess with the super late X games, and remember that some of the games featuring voice acting is gonna bring you to tears, but probably not in the way Capcom was intending