If you're a purist, stay away from it. I'm half joking. I'm not a purist myself, but tons of people complained because Capcom used the PC version of MMX3 in the collection, which has the remixed soundtrack. And also because they changed ONE word in the beginning of X1.
IMO, X1-X4 are great. X5 is iffy, X6 is also iffy and probably the hardest game in the series next to 3. X6 also suffers from bad level design, especially on Gate's stage. If you'd like me to elaborate more later, I can.
It also includes Mega Man Battle & Chase, a kart racer with a bunch of characters from the original MM series. This is the first time it became available in the US; Capcom ran ads for the game in 1997, but Sony pulled the plug on the game because they didn't want to be compared to Nintendo, who had just released Mario Kart 64 a few months before. Interestingly they used the PAL version of the game. It's a good kart game, you can steal weapons from the other racers, and there's a few tracks to play.
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I don't trust anyone because I'm cynical.
I'm cynical because I don't trust anyone.