Mega Man is a character made by Capcom, who is starring in his own game series. He has first appeared in 1987 and since then made appearances in over 100 different games (including his different variations).
It should be noted though that there have been many variations of the character over the years (including Mega Man X).
He is an android, who has been created by Dr. Light. in the year 200X (the first years of the 21st century). His main power is absorbing abilities of other robots, which can be used by him in battle afterwards. Mega Man has been confirmed as one of the playable characters in the upcoming Super Smash Bros 4.