Classic:
-Protoman is training Rock in MM3
-Snake Man's weakness is Spark Shock (inadequate explanation of MM3's weapon cycle, suggested order began with Magnet Man and ended with Needle Man)
-Snake Man's weakness is Hard Knuckle (I saw a pic in a Player's Guide)
-Quickman's beams are in Wily Stage 2 (Player's Guide fails again)
-Wily made Protoman (thank you, RubySpears...)
-MegaMan is a 40-year-old guy with a pistol
X:
-All X games after X5 are non-canonical (X6, X7, Z1, Telos, MMZOCW, the entire concept of the Elf Wars, and ZXA all fly in the face of it)
-Zero is Rush (originated in X2 reviews but is still believed by gaming peripheral manufacturers as of January, 2006)
-Zero was made by Cain (hey, I thought so until X4)
And, for the hell of it, some more current ones:
X:
-Force Metal is in X8 (a material first discovered in 22XX is in 21XX)
Zero:
-Omega is the X1 Zero body (disproved by MMZOCW; would have been awesome, though)
-Weil is Wily (knew damn well that was false as soon as Z3 was out, but it took Z4 and an Inafune interview to put that one to rest)
ZX:
-Biometal is locked to a single individual, as opposed to selecting from the "pool" of Chosen Ones (circumstantial, and EXTREMELY questionable given the monologues of Pandora and Prometheus).
-Girouette is Zero (Prairie would know; besides, check eye color)
-Vent and Aile exist only in AUs, different genders of the same person (disproved before RMZX was even released)
-Vent and Aile are blood siblings (fans fail to notice that their outfits are Giro Express uniforms; they are co-workers both orphaned and adopted by Giro following the same Maverick attack; this is not unusual considering said attack was on an amusement park)
-Vent and Aile share the same skin tone (Aile is lighter; the difference just isn't as obvious as with Grey and Ashe)
-Grey and Ashe exist only in AUs (references to each's introductory stage are seen in the other's story)
Legends:
-The Master is X/Zero/Light (disproved by Japanese interview; thanks to Marshmallow Man)
-Artificial beings cannot physically grow or reproduce (get equipped with Carbons)
Mother Elf was Iris (Z2 heydays)
Ah, memories... So much missed opportunity.