W&W3 had a lot of cool ideas in it (the guilds were neat), but it was all put together in a way that it's just about impossible to beat it or make any decent progress. It's definitely not a very accessible game.
W&W2 has a moronic password/continue system in that your password encodes the number of lives you have remaining. You don't get a fresh set when you continue your game. Fortunately it's easy to hack the password to get more lives.
The first game is a decent action platformer. There's one part in one of the cave levels that can be pretty confusing to beat, but besides that, no real complaints. And X for the Gameboy compares well with other early platformers on the system.