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 Let's do a pointless trivia about Mega Man X, shall we?

Zero's design was actually the original design for Mega Man X, but Capcom were worried that he looked too different from Mega Man, so Keiji Inafune reworked the original design as a separate character and made a new design for X which resembled Mega Man more closely. Keiji would eventually get his wish to have Zero as a main character when the Mega Man Zero games came about.

The ending of Mega Man X3 mentions that X must eventually destroy Zero in order to save mankind. This was actually a translation error - the original Japanese script only said that X and Zero would fight at one point, with no mention of it being to the death.

Many of the Maverick boss names were changed between Japanese and English. This was mostly done to make them make a bit more sense to English-speaking players, since the original names were mostly half-English half-Japanese puns which wouldn't make much sense to people who didn't know Japanese.
From the first game, the only one who kept his name was Boomer Kuwanger (from kuwagata, the Japanese name for the stag beetle), though later re-releases changed his name to Boomerang Kuwanger. As for the others...
Launcher Octopuld became Launch Octopus
Armor Armarge became Armored Armadillo
Icy Penguigo became Chill Penguin
Spark Mandriller became Spark Mandrill
Sting Chameleao became Sting Chameleon
Storm Eagleed became Storm Eagle
Burnin' Noumander became Flame Mammoth

In the second game...
Flame Stagger became Flame Stag
Magne Hyakulegger became Magna Centipede
Cristar Mymine became Crystal Snail
Bubbly Crablos became Bubble Crab
Metamor Mothmeanos (spelled as Metamor Mothmenos on his splash screen) became Morph Moth
Sonic Ostreague became Overdrive Ostrich (his weapon being called Sonic Slicer makes more sense if you know about his original name)
Wire Hetimarl became Wire Sponge (from "hechima", the Japanese name for the loofah sponge)
Wheel Alligates became Wheel Gator

In the third game...
Frozen Buffalio became Blizzard Buffalo
Acid Seaforce became Toxic Seahorse
Screw Masaider became Tunnel Rhino
Electro Namazuros became Volt Catfish
Scissors Shrimper became Crush Crawfish
Shining Tigerd became Neon Tiger
Gravity Beetbood became Gravity Beetle
Explose Horneck became Blast Hornet

In the fourth game...
Web Spidus became Web Spider
Split Mushroom kept his name
Cyber Kujacker became Cyber Peacock
Storm Fukuroul became Storm Owl
Magmard Dragoon became Magma Dragoon
Frost Kibatodos became Frost Walrus
Jet Stingren became Jet Stingray
Slash Beastleo became Slash Beast

The fifth game was an interesting case, as in the original English translation, the bosses were given names that were all references to the band Guns N' Roses. This was done by Alyson Court, a voice actress who was involved in the localisation of the game, as a gift for her husband, who was a fan of the band. According to Alyson, she knew almost nothing about Mega Man, and so just happened to put a music reference into a series that was already full of them. The names were mostly reverted to the original names in later translations, with a few exceptions.
Crescent Grizzly became Grizzly Slash, then reverted back
Tidal Makkoeen became Duff McWhalen, then changed to Tidal Whale
Volt Kraken became Squid Adler, then reverted back
Shining Hotarunicus became Izzy Glow, then changed to Shining Firefly
Dark Necrobat became Dark Dizzy, then reverted back
Spiral Pegacion became The Skiver, then changed to Spiral Pegasus
Burn Dinorex became Mattrex, then reverted back
Spike Rosered became Axle the Red, then reverted back

The sixth game kept most of the names the same in both versions, with the only difference being Shieldner Sheldon becoming Shield Sheldon and Metalshark Player having an extra space added to become Metal Shark Player. Incidentally, some think it should actually be Prayer (as in “one who prays”, not like “say a prayer”) as his fighting style involves reanimating junk, including resurrecting “dead” Reploids, making it basically a Reploid version of necromancy. During his fight, he occasionally resurrects a previous boss in the series to perform an attack - Magna Centipede if playing as X, Sting Chameleon if playing as Zero, and Blast Hornet if playing with either character on Xtreme difficulty. He even calls out their Japanese names when summoning them - for instance, when summoning Magna Centipede, he shouts “Ide yo! Hyakulegger!”

In the seventh game...
Tornado Debonion became Tornado Tonion
Hellride Inobusky became Ride Boarski
Snipe Ariquick became Snipe Anteator
Wind Karasting became Wind Crowrang
Vanishing Gangarun became Vanishing Gungaroo
Soldier Stonekong, Splash Warfly and Flame Hyenard kept their original names.

In the eighth game...
Optic Sunfloward became Optic Sunflower
Darkneid Kamakil became Dark Mantis
Gravitate Ant-Onion became Gravity Antonion
Earthrock Torirovich became Earthrock Trilobyte
Gigabolt Dokragen became Gigabolt Man-O-War, though the dialogue spelled it as Gigavolt Man-o-War
Ice-Snow Yetinger became Avalanche Yeti
Burn Kokekokker became Burn Rooster
Bamboo Pandemonium became Bamboo Pandamonium
The name of a level also changed - Burn Rooster's level was called Drop Dead in the Japanese version, but got renamed to Inferno in the English version. All other level names were the same in both versions, English names and all, with the exception of Booster's Forest becoming Booster Forest.

The lack of name localisation also meant a lot of English-speaking players were confused as to what Infinity Mijinion was supposed to be. He’s actually based on a water flea, with his name being a pun on “mijinko”, Japanese for water flea.

Some of the boss weapons had their names changed too. Most stayed the same, but in the second game, Rushing Burner became Speed Burner and Scrap Shoot became Silk Shot. For the latter, the original name makes more sense, as the weapon works by gathering scrap/materials from around X and shooting it at the enemy, and in fact it functions differently in different stages. In Wire Sponge's stage, it gathers a ball of leaves which float uselessly into the air. In Crystal Snail's stage, it fires a chunk of crystal which bounces.
It also obscures a pun in the Japanese version about it being Magna Centipede's weakness - Magna Centipede is a Maverick who infiltrated a secure data storage facility. You're defeating him by shooting junk data at him.
In the third game, Bug Hole became Gravity Well and Acid Rush became Acid Burst. Again, Gravity Beetle's weapon being Blast Hornet's weakness makes more sense with the original name.
In the fifth game, Gel Shaver became Goo Shaver.
In the sixth game, Arrow Ray became Ray Arrow.
In the seventh game, Voltornado became Volt Tornado.

The three X-Hunters (Counter Hunters in Japan) are named after French words in the Japanese version - Sagesse (wisdom), Agile and Violent. The localisers mistranslated Sagesse as Serges and knocked the final t off of Violen's name (since in the French pronunciation, the t is silent, and the Japanese katakana pronunciation reflected that).

It's a very prominent theory that Serges is Dr. Wily, or at least a robotic reincarnation of him. As well as heavily resembling the "good" Doctor, in the Japanese version, his first line to X has him almost call X Rockman (the Japanese name of Mega Man), before correcting himself and saying "X". (While, yes, the character's official full name is Rockman X, or Mega Man X, he's only ever called X in the Japanese script.) Also, when Sagesse is finally defeated, he laments being defeated by "Light's memento robot" again. Whenever Keiji Inafune is asked about this, he's always deliberately vague, essentially saying "Maybe he is, maybe he isn't."

The script for X2 in general had quite a few changes in the localisation, many of which resulted in foreshadowing and plot points being dropped. Possibly the biggest one is Sigma's final line, which in the English script was "I... don't quite understand... Why did Zero... He is ... last... of the doctor's creations..." While this is more of a cryptic hint at Zero's origins (he was created by Dr. Wily), the Japanese script makes it much more explicit, with Sigma calling Zero "the last of the Wily Numbers".

Supplementary material reveals that Gravity Beetle joined the Doppler Army in order to fight X as revenge for killing his brother, Boomer Kuwanger.

The Japanese script of X3 explicitly says that Dr. Doppler was brainwashed by Sigma, a fact which is only hinted at in the English localisation. X defeating him frees him from the brainwashing, and he atones by helping X, including sacrificing himself to finish off Sigma Virus if Zero was previously defeated.

While the English localisation of X3 was mostly faithful to the original, another difference was that in the Japanese script, Vile (Vava in Japan) was portrayed as being completely unhinged, to the point where even Dr. Doppler was afraid of him. The English script toned this down to Vile just wanting to do his own thing, with Dr. Doppler even calling him impertinent.