All that to say, the NES Classic is one of the best things i've got in gaming recently and I can't wait to get to each of the games, which given how many there are should take me quite a bit to do.
One single player game I decided to focus on first was a game I played a bit in middle school called Mega Man 2. I'd say Mega Man 2 is one of the more enjoyable Mega Man games i've played and also very very challenging. It doesn't feel too punishing once you figure out how to beat a boss or complete a level but it's really unforgiving and if you don't time a jump just so or learn a particular way a boss attacks you will die. A lot. Which is one of the biggest strengths of Mega Man 2, it's really hard but balances it so well as to be an amazing amount of fun.
Oh and I beat it the other night for the first time. Completing the game gave me a really high sense of accomplishment but to do it I used the save/load feature of the NES Classic. It's a nice feature that doesn't punish you for dying and allows you to replay sections over and over until you get it just right. After beating it using save/load my current play through is using the normal lives and continue system. So far i'm getting through some stages a bit faster than my first playthrough but one penalty of using a continue is that you lose your energy tanks. It's a pretty negative consequence of using up all your lives but at some point you get so good at the game that using energy tanks isn't needed anymore. I'm not quite to that point yet but I don't need energy tanks to complete the normal boss stages anymore.
Mega Man 2 is rightly considered one of the stand out games of the Mega Man series and i'd say holds up incredibly well today. I respect that each boss stage isn't too long and Dr Wiley's boss stages amp up the difficulty to make the final confrontation seem much more menacing. If you haven't played Mega Man 2 you can get it on Steam XBox One or PS4 as part of the Mega Man Legacy Collection. The Legacy Collection comes with Mega Man 1 - 6 which is a great value at $15 if you haven't played any of these games yet. That said, expect a challenge because Mega Man doesn't hold your hand at all.