At one point, Heat Man was originally intended to be a playable character, but was cut from the final game.
Dr. Wily was meant to be a playable character unlocked by beating the game, however the final release of the game does not play all of the ending, so the game never reaches the trigger that unlocks Wily. Wily can still be accessed via hacking or using a cheat device.
There is actually an ending for the game, but it is only available via a cheating device.
An early sketch from Rockman's Soccer shows that Guts Man was once planned for the game. He was replaced with Proto Man on the cover art.