Some said the two series have no relation whatsoever.

He is only referred to as Megaman X occasionally in Megaman X2, and in other times he is called X.

In Megaman X, all we know is X was created by Dr. Light in year 20xx, then sealed for diagnostics test. Then he was discovered by Dr. Cain 100 years after that. THEN Dr. Cain imitated X's design to create Reploids.