Before you can find Protoman and ask him why he has turned against the good doctor who created him, you'll have to do battle eight powerful robot masters.
As in Mega Man 4, you can revisit a stage as often as you like, which is important because you'll want to grab a letter from each one of them in order to give yourself access to Beat, your powerful new flying friend. You can also grab energy tanks repeatedly, so that you never are in short supply, though the initial 8 stages are easy enough that you're unlikely to need more than the ones you find during the course of normal play.
This guide will walk you through each stage in the game, and will also help you to find every one of the aforementioned letters so that you don't have to head into the final battle without your trusty ally.
NEXT: Stone Man