Get Ready to Retry a lot.
Mega Man 9 is a new sequel to the long running Mega Man franchise. Instead of using an up to date graphics engine, the developers opted to go retro and use the same engine that powered the old NES games. This is an interesting idea, and it's cool to pretty much be playing a new NES game in 2008, complete with sprite flicker and audio inconsistencies (if you choose).
Mega Man 9 plays exactly like Mega Man 2. You can choose which order you'd like to beat the first eight levels, but some orders are better then others because you gain new weapons from bosses that you beat. Every boss has a particular weapon that they're really weak against. Don't expect to get many clues from boss names because with robots like Jewel Man and Concrete Man, there isn't really an intuitive way to guess the order. Controls are really simple: just jump and shoot. Sliding, which was possible since Mega Man 3, has been removed. Your death is usually nothing but your own fault, but level designs can be extremely unforgiving.
It's important to realize before going in that Mega Man 9 is a brutally hard game. Prepare and be patient, or get ready for a world of frustration as you hit retry over and over again. Memorization and practice is necessary for progression, and this game for sure is not for everyone. Only fans of NES Mega Man's need apply, and people new to the series are better off starting with previous entries, like 2, which is the most popular, and significantly easier then 9.