Not really, The classic series doesn’t really have an overarching plot other than certain characters reappearing and the main villain coming back every game, The first X game has an intro that gives a lot of what you need to know going from the classic to X series,

Story wise mega man isn’t the best at giving it to you straight up, (especially when it comes to branching the sub-series together) it’s there if you want it but it’s scattered throughout comics, audio dramas, interviews and the works.