Well, I've never grew up with a nintendo console before, so I've got serious problems remembering Megaman X3 and X2.
I say you should start off with Megaman 8, then, Megaman X4. They are easy, but, they may not be easy to you. I know they're Sega Saturn/PSOne games (capcom can't reach an agreement with the original voice actors, so they're not in the PS Store) so, they may be hard to find. Easy, maybe, but, still good games if you can find them.
Anyway, I don't recommend Megaman 2, because it's hard. I'm going to be honest. 8 bit megaman games I have trouble getting into. Especially with 9 and 10. I bought 9, but skipped 10, because I'd grown sick of the style. Every once in a while, I'll play megaman 2 on vita when I can stand to look at it, it's challenging to me, because I'm doing a buster only run as I do with most megaman games now. (also, because of this, I don't actually know the weaknesses)
And, if you want, I say wait for Megaman X on Thursday. I only played it once or twice back in the day, but, I had the remake on vita, and completed the entire game, (including sigma) with no armor parts, or heart tanks. Sigma was no joke at the end, and did take me a while, but, I did get him.
The original is apparently harder, and probably better than the version I played, but, I bet you'll be using weaknesses, heart tanks, energy refills, and everything else, so you'll still have an easier time than I did.
But, I wouldn't worry about the order in which you play the games, or where you start. Just have fun with it. I owned X4, went back to megaman 8, then forward to X5, X6. Due to theft, X6 and 8 are the only ones I still have. I have a vita now (PSP died on me), so can't play any handheld titles.
I need to get my megaman collection fixed and improved big time, to be honest... -___-