Ah yes, the proverbial intro stage, which should be familiar to most of those who have played any Mega Man game.
To start off with, you should have Model X equipped for this stage, since you don't have much of a choice...or do you? You can switch to your Humanoid form (X button, push left or right to select a form, then press A to switch) if you want to and are confident in your jumping skills, since while Humanoid Vent/Aile won't be attacked by certain Mechaniloids (shown by such enemies having parts which normally glow red glow green instead). Be warned, however, that you will still take damage just by touching them, and since this is still the beginning of the game, your health won't be enough to sustain you if you happen to be poor at timing your jumps, especially because you won't have the help of Model X's dash (L button) to give you the extra "oomph" in your jump height.
Anyway, continuing on (and assuming that you choose to stick with Model X), this shouldn't be that hard of a stage. It's straightforward, and there's nothing really tricky about the progression. In fact, it's rather difficult to even give suggestions other than the ones already outlined above, so just get hopping until you reach the boss.
This is the first boss of the entire game; as such it should be simple for anybody to defeat. For those that have trouble though, here's a quick outline of its attacks.
The weak point is its head; almost every time it finishes up an attack it'll stop long enough to drop a ton of damage into it. Just whittle it down, and the stage is complete.