Lol all these wrong answers. he guy asked for FIRST TIMERS. This is like telling someone asking the same for Contra to start with Hardcorps.
Mega Man 8, it's versatile compared to the other Mega Man games, has benefits and upgrades when you get the collectables, and it doesn't have the difficulty spikes of other games, it's arguably the easiest game out of any Mega Man series, so the franchise as a whole, it gets you used to the controls and gameplay so you can dive into other games.
The only game easier arguably than Mega man 8 in the entire franchise, are the two fighting games which don't make sense without you playing the min games anyway. Even the original NES version of Mega Man 2 with the busted Metal Blades is more difficult than Mega Man 8, and they fixed that with almost every other version/port.
So start with Mega Man 8.
I mean look at some of these suggestions, X4? Really? For a first timer? Legends? MM3??? Most people ahve hard time playing Mega Man games, that's one of the many reasons they generally don't sell well even with a good production budget. Either that or the gameplay is cumbersome and tedious, stat with the game that has near none of that, Mega Man 8.
It's also the easiest game to ignore going in boss order, and the other 4 bosses don't unlock until you beat the first 4 anyway (like 7 but that's much harder than Mega Man 8) so you aren't overwhelmed with a stage select of 8 choices no knowing how to tackle them and going through trial and error. In MM8 it doesn't really matter what boss order you choose the games piss easy (though fighting clown man without the weakness weapon might be marginally challenging but you'll probably only lose 1 or 2 lives then beat him.)
Even Mega Man powered up, is more difficult than mega Man 8, Mega Man 8 is the defacto entry level Mega Man game.