Oh, man. I've played with OS and Kel a ton, so I know the Mega Man MU. Wish I had some videos, though.
Alright, so one big thing to note about Mega Man is that he has a really tough time killing. With Greninja's mobility, we can take HUGE advantage of that if we get the first kill off. HOWEVER, be very careful about becoming predictable with rolls. Dsmash can kill us as early as 80%, and while Mega Man has trouble killing, we do as well in some cases. As far as his projectile game goes, Shurikens cancel out Metal Blades. We can also catch his Metal Blade, but I would not advise it as it gives Mega Man the ability to run in with his lemons, which will cancel out Water Shurikens, a thrown Metal Blade, and puts him close to us for a grab. The best way to play Mega Man is generally weaving in and out with Fair while being aware of projectiles and dash grabbing when you get the opening. Greninja is actually able to jump over his jab and punish with Fair, which is nice.
Another great thing we have against Mega Man is that we can Uthrow/Utilt to Uair combo him for a longer time than a lot of other characters, and like R.O.B., he has a lot of trouble landing safely as we can chase him from the ground really well. HOWEVER, he has one move that can really wreck us if we become overzealous, that move being Utilt. It comes out on frame six and is invincible from frame 5 to 8. This is a move we must constantly be aware of. Like Dsmash, it can kill us at 80%, if not lower. Be absolutely sure you are able to punish his landing when you try to. Otherwise, there is a good chance they may throw this move out. Not all the time obviously, but getting killed at 80% is hugely demoralizing and gives Mega Man either a really good lead or a high chance to come back. Now, if he whiffs it, though, we get a free charged Fsmash punish unless we perfect shield it (in that case, run away a little, Shield, and Fsmash at him).
Speaking of Fsmash, it's a wonderful punish for when he is landing and you're close enough. Just be wary of Fair. If you shield and see him airdodge, you have enough time to drop shield and Fsmash. Otherwise, drop shield jab. As far as edgeguarding goes, good Mega Men won't let you edgeguard them. Drop down Bair MAY work, though if they're recovering straight up.
Another thing to be wary of is his Fsmash. It doesn't look powerful, but it can kill you if it catches you off-guard. Obviously, it's most dangerous when you're landing or getting up from the ledge. Do everything you can NOT to land on the ground after Hydro Pumping while recovering if he's waiting on the stage. He can punish with both Fsmash and Dsmash. Otherwise, if you know you won't be able to avoid the Fsmash, Hydro Pump upward and away from Mega Man (whether that be going behind him or just getting farther away depends on how close you are to the ledge/how close he is to you). Otherwise, fast fall and shield. On the ledge, try not to drop down double jump. If you see him charging the Fsmash, roll the moment he fires it.
Other things to note: Our Nair is not safe on shield at all. Bthrow can kill us at 150%+. Fully Charged Shuriken beats Leaf Shield. Nair beats out Danger Wrap. The moment you see Mega Man readying a Skull Barrier, RUN AND GRAB. We can do this from about 3/4 of FD's distance away from him actually. It's a free grab punish basically. If you're farther, run anyway, shield, spotdodge, and jab. When above him, DO NOT DAIR. Electricity is super effective against Water Types.
Moves that can kill at 150+%:
Bthrow, Bair, Usmash, Fsmash, Utilt, Dsmash
Moves that kills at 100%:
Fsmash, Utilt, Dsmash
Moves that kill under 100%:
Utilt Dsmash
Once we're at such high percents, and especially once we get that all important kill, we need to absolutely keep any situation where he might want to use these moves in mind. The hardest ones to avoid, in my opinion, would be Bthrow and Bair. Usmash also has a large side-hitbox, much like Olimar's from Brawl, so be cautious of OoS Usmash. If we can keep these moves in mind, it becomes really hard for Mega Man to kill us.
While Greninja has the tools to disrupt a lot of what Mega Man is able to do, Mega Man still has a lot of solid options against us as well. His jab and Nair combined with his grab can stymie our approaches, and one good read can be super deadly for us. While we can negate Metal Blade with Shurikens, it also forces an approach on our part as a result if he takes the lead over us. He also has a fantastic grab that makes him able to compete with us up close, possibly being able to negate our pressure and momentum if he gets the grab off and adding 10-12% in the process. Finally, one mistake can lead to a really early death for us. On the other hand, we stymie his projectile game, can outspace him with the likes of our Fair, can combo him for a long time because of his weight, and we get some fairly consistent kills via Fsmash on his landings. Dtilt and Dash attacks are pretty big toss-ups, but if we predict them, it's a free jab punish for us. Overall, I feel it's 55:45 Greninja favor.