I was confused at first because Mega Man 2 and Mega Man 3 are NES games, not SNES!
X2 was probably the most frequently rented game, and when that video store finally closed, they sold off all the games for $5 a piece. That X2 cartridge is a prized possession that my brother now has in a little display case with a bunch of other retro gaming memorabilia.
I actually just did a playthrough of the Mega Man X series (well, 1-3, I didn't bother with the post-SNES ones) and I think X2 holds up really well, definitely in contention for the best in the series.
X1 was my first Mega Man game ever and got me into the series. My childhood friend owned a copy and we weren't able to get very far as kids but we liked to play it anyway. It's still my favorite of the X series! I didn't play the other X games until years later. Back in 2015 a guy in my city was selling a complete collection of all the SNES Mega Man releases, albeit in Japanese (so, the SFC versions). A North American SNES can play Japanese games if you rip a couple of plastic tabs out of the cartridge slot, and Mega Man games aren't too dialogue heavy so I was fine playing them in Japanese.
If you haven't played beyond the SNES games, I'd recommend giving X4 a shot. I didn't play it until Mega Man X Legacy Collection released, but it's actually very good. Beyond that... X5 the quality drops off quite a bit, X6 is straight up bad, X7 is also very bad and features a horrible attempt at transitioning the series to 3D. X8 I only played through once but was a bit of a return to form. But yeah, the X series isn't known for consistent quality.
[0] https://www.youtube.com/watch?v=X-WIBmzETBo
The X series has some good games, but focuses more on collectibles and upgrades, so you'll likely end up looking up a guide to find where all the upgrades are. It can be very difficult without them. I think X1 is the best in the series, and is also more streamlined than the other games. You can't go too wrong with the first 4 X games. They can be played on the Legacy Collection, but I've heard complaints about the emulation, and I know on the PC version I couldn't watch any of the cutscenes in X4 because they froze. Might be better off just emulating.
Order doesn't matter too much, the plots are mostly disjointed and/or nonsense until the Zero series for GameBoy Advance which are again pretty good but upgrade-focused like the X series, and are less of traditional Mega Man games.
I'd probably just not start with Mega Man 1. Come back to it if you like the series, but it's pretty primitive compared to later stuff.