Prior to this collection I'd played the first few levels of Zero 1 and that was it, but my god was I missing out. If you're new to this I'd highly recommend playing through all the games with save assist on, it makes the games a lot more bearable especially given some... questionable level design in the first few games (a couple blind jumps). Overall though, definitely recommend playing if you enjoy Zero's gameplay in the X series and want more Z-Saber action.

The Zero games are just Zero, no bells and whistles. No power absorbing, no special armours. You get three elemental chips that work like rock paper scissors - fire beats ice, ice beats thunder, and thunder beats fire. Doesn't make a lot of sense, but it works. Some bosses don't have a weakness while others do, and there's no elemental meter or anything like with special weapons - the elemental effects only apply on fully charged attacks. This is an interesting way of sticking to the weakness system of the other games while keeping what makes Zero's character unique.

There are different body parts in Zero 3/4, and 2 has a form system that does something similar - it gives you special bonuses in certain aspects allowing you to customise your playstyle, but doesn't make the game too easy in the process. There are a few other weapons too, such as a rod/spear (changes in each game) and throwable shield.

The real challenge and fun from these games, to me, comes from the level system throughout Zero 1-4. You're scored on various factors at the end of each stage, and the average of those scores determines your level. If you hit A or even S, bosses gain special EX moves that you learn when beating them (Zero 2/3 only, it works differently in 4 and 1 doesn't have EX moves). On my initial playthrough I went out of my way to beat every level in Zero 3 with level S, and save assist makes it a lot more enjoyable to grind each stage - just another reason I would recommend it as the ideal way to play.

There's a decent amount of replayability with bonus modes, too. You unlock a hard mode on first completion, and you can load a cleared save file to start a New Game+ mode where you keep some or all of your unlocks from the previous playthrough, depending on the game. There's also an ultimate mode in each game that is unlocked through varying levels of tedium. Ultimate mode starts you with everything already unlocked and all cyberelf abilities active. Actually, that's something I haven't mentioned - cyberelves. They're exclusive to the Zero and ZX games, in gameplay they're consumable powerups that give you a permanent upgrade (I think? I never actually used any). You can level them up with energy crystals which serve as a currency throughout the entire series, and they're relevant to the story. It's also worth mentioning that the casual scenario mode starts you with everything unlocked like ultimate mode, but you won't get achievements from it (will talk about that later).

The story is one of the big things for these games. It's not just "stop Wily" or "stop Sigma", these games were built from the ground up with the story in mind. Because of that you'll find all kinds of stuff that you won't find in other Mega Man games, with Zero 1-4 building off each other to a climax and conclusion. Yes, Zero 4 is actually the end of a series! Zero 4 feels like somewhat of a step back from Zero 3 in my opinion, but the ending more than makes up for it.

ZX and ZX Advent are neat, but didn't really capture me as well as the Zero games did. They're fun and I think I prefer ZX1 more because the teleport system in Advent frustrated me, but they're both decent games that are worth playing at least once. Advent also has a lot, and I mean, A LOT of fan service. References to the classic series, references to the X series... there is a lot to look at if you're a huge nerd (not in a bad way!).

I didn't really run into performance issues like some other people seem to say. Not sure what's going on with that, it might've been a problem earlier that has since been fixed? Either way, it runs fine.

The last thing I want to touch on is the brilliant inclusion of achievements. Zero 3 was released with eReader support, and the cards for this had a bunch of cool features - from adding decorations to the hub area to changing the appearance of collectables to increasing the strength of your weapons. Rather than not include these features, the devs decided to add a special menu to the gallery where you can enable and disable these effects in the form of ZZ Cards.

How do you unlock these cards? By unlocking the achievements of course! As you play through each game you gain more of these cards and when I realised these cards existed I went out of my way to unlock every achievement. The effects aren't anything super special, but I don't think I would've bothered with certain tasks in ZX or ZX Advent if there weren't achievements connected to them.

Oh, and the Z-Chaser mode! Almost forgot to mention this. It's a time trial speedrunning mode where you have everything unlocked, all cutscenes are skipped, and you have to beat a stage from one of the games as fast as possible. The higher level times are really difficult and I can't imagine ever coming close to them, the world records for some of the stages are insane too. It's a lot of fun and there are two achievements tied to it, one of which requires you to get an S on every Z-Chaser stage to unlock the special bonus stage.

So yeah, if you want a hard, rewarding, pure platforming experience that pushes you to play fast, precise, kill everything you see, and has replayability out the ass - these games are without a doubt for you. I've almost spent 100 hours on it and I'm just getting onto game 3/6 for my second set of playthroughs. This is a collection I can see myself playing through many more times in the future, and I have nothing but sheer love to give to it.

I have low playtime because I played both games separately on Steam.
Evoland 1 takes just a few hours to finish, Evoland 2 takes about 20 hours.

Evoland 1 is a hot mess.
It's an okay game, but it reeks of parody and doesn't have any unique ideas or concepts. It's still playable, but it's not the reason I would buy this. It feels more like a tech demo for the game that Shiro would later make, which is Evoland 2.

Evoland 2 is phenomenal. Full review here.

To summarise:

It doesn't base itself on the games it's parodying like Evoland 1 does. They still have references and jokes, but the story is completely original and really well done. It's completely separate from Evoland 1, so you don't have to play the first game to understand anything.

The gameplay styles come intermittently and are a bit clunky at times, but completely serviceable. Some parts of Evoland 1 were a nightmare to play (the final boss particularly), and while Evoland 2's controls can feel a bit off you get used to them pretty quickly.
The only part I truly hated was a rhythm game section because the timing was all kinds of weird, but you only need to do it once to beat the game. You can do it an extra few times for bonus stuff, but it's not required.
It makes for a nice change of pace, and it never really feels too fast or too slow outside of a couple sections.

Buying Evoland 2 separately might still be a better choice if you want the soundtrack, as the soundtrack is not available for the Legendary Collection. If you don't care about the soundtrack, then buy the Legendary Collection instead.