In the Japanese version, if the player reaches an area before the game requires it, the game will display a message translating to "No message." This was blanked out in the US version.
When you enter Yai's house, the rug next to her sofa makes a strong resemblance to Pikachu from the Pokemon series.
Canonically, MegaMan.EXE has green eyes. Even though the box shows MegaMan.EXE with green eyes, his mugshot in-game has blue eyes. This was corrected in all sequels.