Protoman is the "brother" of Mega Man making his first appearance in Mega Man 3. He is the first robot created by Dr. Light, but later went rogue before his blue brother came along.
He first pops up as a side-boss of sorts. But in the later games he is the ally (story-only) of Mega Man and makes cameos in spin-off games.
I always liked Protoman and thought it was pretty sweet to play him in Mega Man 9 and Mega Man 10.
I didn't like him in the cartoon though, he's too evil.
His Japanese name is ブルース (Burusu) which means "Blues" as most of the main characters in the original Mega Man series are named after music in Japan.