You actually make a very good point. One of the problems in Mega Man X is the fact that it can be hard for a first time player to figure out a good way to approach the game since the eight stages can be selected at will. The player can get overwhelmed, and it can be hard to figure out the best order.
Most of the bosses are also extremely tough without their weakness for a first time player.
Mario is more approachable, so yes, that's true.