Proto Man. When you reach the end of Proto Man's castle, you'll be weakened to your last hit-point. Proto Man then shows up, saves Mega Man, reveals the other Proto Man is simply Dark Man 4, and he gives Mega Man an L-Tank.
Dr. Cossack gifting Beat to Mega Man as an apology for what happened in the last game.
Dr. Cossack's assistance in general, really. Mega Man is stated to have the general intelligence of a child. Having your parents (or parent in this case) suddenly stop being around can be a very frightening experience, leaving Mega Man and Roll alone with Rush. Dr. Cossack, however, comes through as a person to repair and care for them in Light's absence.