Honestly, from my personal experience, Megaman totally dominates Ness. He's way too quick for him, and can keep him away with Metal blades. It's also way easy to recover against him.
His worst 3 matchups, in order (for myself), are:
1. Fox
2. Rosalina
3. Shiek
Fox is self explanatory, his highly accessible reflector makes it very difficult for Megaman to make use of his edge guarding options, and his Metal blade in any capacity. What separates Fox from the rest of reflector-based characters is that he can stay on top of Megaman, as his overall speed gives Megaman no time to breathe, and the use of his reflector during times of Megaman's retaliation makes it feel helpless sometimes. You really need to consider switching to Sonic, or just be on top of your game if you want to win this matchup. Megaman is actually very strong, but because of his strange character design, it makes certian characters very well equipped to deal with him.
Rosalina is frustrating because if she is alert, or patient, she can get rid of your Metal blade. The other projectiles don't matter so much, because A) You have infinity of them if they disappear, and B) You shouldn't be using your F-Smash against her in the first place, it's worthless. Grav pull is only one thing that makes her frustrating, but another thing she has that frustrates Megaman is that her dash attack covers A LOT of ground, and has an odd tendency of either catching his metal blades more than normal, or clashing with his projectiles and nullifying them. Speaking of nullifying projectiles, if she isn't clashing with them, or pulling them away, Luma absorbs them, making it really hard to back her up. Her primary advantage over the blue bomber is her ability to pressure him from underneath while he tries to land somewhere safely. If Megaman is in the air, it is inherently difficult for him to land on the stage safely, especially while Rosalina's arials come out so quickly.
Lastly, and I'll make this one short, is Shiek. What makes her tough is that she is able to hang out in a diagonal shorthop area over megaman's head, which is tough for him to reach since most of his moves are very linear. She also does a lot of what fox does best, which is suffocate Megaman's offense, make him miss, and pester him as he tries to get his feet. I've struggled a lot against Shieks, so this is just something from myself personally.