I wouldn't call zero a good place to start. It's relatively high difficulty and suffers from screen crunch on the gba. If I were recommending a starting place in the series, it would either be one of the more recent megaman games (Megaman 11, perhaps) or the start of the X series (Megaman X). The series is old enough that "just start with the first ones" can be rough. Megaman 1 shows its age, and commits to a lot of NES "Nintendo hard," so knowing if a more refined, modern take is for you before trying to dig in deeper feels valuable, to me. If you like the base games, I'd recommend playing 1-7 and then moving on to X, which 7 does some setting up for, then come back for 8-11.

If the megaman mainline games feel slow or punishing, jump straight to X, which has greatly expanded movement and a great upgrade system. Play X1-6 and then move on to Zero (1-4). X suffers from many of its games being "the last of the series" until they weren't, but X7 and X8 are considered to be terrible and extremely mid, respectively. X6 has very mixed takes, but also sets up for the start of the zero series. Zero is followed by ZX but, frankly, those games work against their own design and I find them hard to recommend. They bring in exploratory metroidvania elements, but you end up needing to take a quest to go somewhere before going there, when you have many quests and can only do one at a time, meaning a lot of the game is just wandering searching for the one place you're looking for, finding places for the other quests instead. Not to mention using your new abilities requires a transformation mechanic that is slow and clunky.

Damn I would love more x/zero style games. Capcom please give us elf wars. For now I'll keep playing 30XX I guess