Well, although the name is Mega Man X, like someone once said probably a year or something ago, the name "Mega Man" over the years has turned into more of a title than a name; Title of world protector/Peace Keeper/Defender.

I think that was me who said that, as rarely is "Mega Man" the sole name for a character:

Mega Man: True/original name is Rock.

Mega Man X: Often referred to simply as X.  Could be considered similar to putting "General" or "Doctor" prior to one's name as a designation.  To call him simply "Mega Man" would perhaps be akin to referring to another by their title or rank.

Mega Man Zero: He's almost never, if ever, really called "Mega Man" Zero.  However...

Mega Man ZX: Plenty of Mega Men all through this, each with their own "true" identity.  With Models Z, P, H, L, and F, though, one might say that since those can turn people into Mega Men, it sort of retroactively-- perhaps posthumously-- gives the title of "Mega Man" to Zero, Harpuia, Phantom, Leviathan, and Fefnir.

MegaMan.EXE: His original birth name was Hub Hikari.

Star Force MegaMan: The superhero identity taken by Geo Stelar and Omega-Xis.

MegaMan Volnutt: Ah, now this is the tricky "sort of" exception to the rule.  In America, he is MegaMan Volnutt, who was once known as MegaMan Trigger.  But, unless I'm mistaken, his identity in Japan is simply "Rock Volnutt," who was once "Rockman Trigger."

Personally, I think it would have made more sense for him to have been Rock Volnutt in America, at least up until the point he fends off the Bonnes single-handedly from their attack on Kattelox.  From there, the press could give him the name "MegaMan" and it just sticks.

--LBD "Nytetrayn"