Apparently, the character Zero was meant to be Mega Man X and replace Mega Man as the protagonist. However, Keiji Inafune was concerned that players would find it hard to relate to a protagonist who was so different from the original Mega Man that X was created as a separate character and Zero was made his sidekick. Nine years later, Zero finally received his own series.
After beating the game, when the game freezes on the "Thanks for Playing" screen, wait about a minute or so, and the face of Sigma will pop up and he will say you some subliminal message claiming you didn't actually beat him, and that you should meet again soon.
Looks like that Capcom had already planned to do Mega Man X2 even before the release of Mega Man X ;-)
The snake robots in Launch Octopus' stage are called Utuboros, which are obviously a reference to Oroborus, an ancient symbol depicting a serpent or dragon swallowing its own tail and forming a circle, symbolizing the ideas of cyclicality and primordial unity.
The orginal Super Nintendo version used passwords,the PC version has save system.
In the original console version Ryu's (from the street fighter series) hadoken was included as a secret weapon which once found had to be trigered by the familar down-forward-fire movement in order to fire. For the pc version, they scraped the "secret" part of it, and gave it to you from the get-go, just hold down the fire button and let go (as seen in the screenshots section), however its nowhere near as powerfull as originally intended.
The game came packaged with a free Capcom Pad, a 6-button GamePad made by Capcom to use with this game, as well as other games.