While not the first 3rd party character in the series, if Capcom had to pick just one fighter for Nintendo’s beloved series, the original Mega Man (Rock) would be it. He was in Smash 4 and I did use him some here. While I don’t hate him, I’m not exactly a Mega Man main.
His moveset is much different to use than I imagined. Like his mega buster blasts are smash attacks rather than special moves. Which is not bad if you’re far away, but in close quarters, they are next to useless because the uncharged versions do such petty and slow damage.
His saving grace is the leaf shield. Used by a new player, you won’t see much luck. But learn how to use it, and many of your opponents will take it more than seriously.
His Final Smash is Mega Legends which is a fun one. Mega Man calls all his Mega Man counterparts, his brother Proto Man, and his rival Bass to blast foes into nothing.
When Kirby takes his power, he gets Mega Man’s metal blade special move. Like the leaf shield, you have to learn how to use it well, but it can help you out a lot.
He’s certainly in the class of fighters where you really can’t wing it by pretending to know his moves. But once you do, he can be a great fighter. Though I was much better at more characters, so I rarely use him.