Proto Man being playable is the headline feature of Dual Override and the first time in a mainline entry. He is not a palette swap with a different coat - the two heroes share a stage list and a story but have genuinely different combat languages, different enemy placements, and different dialogue and endings. Choosing a hero is a real commitment for a full playthrough.
Proto Man's design number is DLN.000, and Mega Man's is DLN.001. The numbering itself is the point: Proto Man was built first, which is why his kit is older-school and more defensive, and why his character writing leans on restraint. His key art was updated with a new design for this game.
Mega Man fights by jumping and shooting. Proto Man fights by shield actions and sideways air-dashes - a close-quarters, positioning-based moveset that requires a more technical approach than the Mega Buster. The description of him as demanding a more technical style is not marketing: he has no projectile to fall back on, so a missed read is a missed damage window.
The Proto Shield is his central tool. It can absorb Robot Master data to produce special attacks - so the same shield that blocks a hit is also how he converts a boss's own data into a weapon. This is a distinctly different answer to the boss-fight problem from Mega Man's take-a-copy-and-shoot-it approach.
Proto Man's Shield Actions are overheatable. Using them repeatedly builds heat, and an overheat disables them - a risk curve that does not exist for Mega Man, whose equivalent is a Weapon Energy bar that simply empties. Overheating is a harsher failure state than running out of energy, because an overheat locks you out of a tool rather than merely making it unavailable for a moment.
Proto Man runs through the same stages and the same story as Mega Man, but enemy placements differ between the two characters, and each has their own dialogue and their own ending. Practically this means a Proto Man playthrough is not a shorter version of a Mega Man playthrough - the platforming and the boss fights are laid out differently enough that learning one does not hand you the other. It also means the same Chip loadout will not feel the same on both, since chips modify both heroes but suit them differently.
Custom Chips are shared between the two heroes, which is the one place where the build system crosses over. A chip that improves buster output is close to wasted on Proto Man, while mobility chips - dash, hover, invulnerable dash - carry much more weight on a hero with no projectile. A Shield-focused build is the natural fit, and the demo's "Built for Survival" set of Barrier and E-Tank is a reasonable starting point for either hero.