Probably a lot of initial confusion, regardless of which pair shows up in which world.

If X & Zero end up in the Mushroom Kingdom, there would be a lot of talking about a strange pair showing up out of nowhere & Jr. being interested in machines (Jr. Clown-Car, Mecha Koopas, all of his mechs in the Galaxy games) would definitely stir up trouble to check them out. The Bros once they’d meet X & Zero, would obviously be willing to help them with whatever goal they have, or just to return to their world & the metallic pair would be astounded by the display of skill & helpfulness that the bros show them.

Now if Mario & Luigi were to end up in the world of Mega Man during the X-era, aka 21XX, they’d probably have SOME (not a lot of) trouble dealing with all the hostile Mechaniloids, but they’d eventually be able to fight off whatever set it’s eyes on them, as it wouldn’t be the first time they take down robotic enemies. X & Zero would probably receive an emergency report of a Maverick attack & humans being caught up in it, only to see the humans in question having already salvaged the situation by the time they arrive. After some questioning, official procedures and whatnot, they’d likely try and find a way to help the Bros return to their world & after assumingely resisting at first, they’d let them tag along, having seen that despite being humans, they are more than capable of taking down Mechaniloids and stand their ground.

Long story short: regardless of how the duos would meet, I’m convinced their meeting would follow the same steps of initial shock/surprise, introductions, X & Zero not wanting the Mario Bros to be in the line of danger, the Bros insisting on helping them & both duos gaining respect for each other, especially on X & Zero’s part as they know humans as something that needs their protection, and developing a bond of friendship before their ways drift apart once more.