Cotton is cheap enough that I think all should try it, many claim it's way too difficult but I think it's just about right personally.
I'm still puzzled as to why Cotton has such a reputation for being difficult. Sure, the hitbox is larger than most, but there's not a lot of bullets to dodge anyway. Not to mention the PCE version gives you invincibility during magic attacks and has safespots against the tougher bosses. (Then again, most players don't even know about the fairy magic, so there is that to consider...)
Nonetheless, it's one of the all-time greats. The music alone makes the PCE version a must play.
I believe most people complain about your power level getting divided by half upon death. A few deaths in a row and a lot of people just give up. But I think anyone should be able to clear the first loop, just put both turbo switches on max and never stop firing.
Have you played the X68000 version? It is not a simple arcade port, it is actually a remix version which contains an amazing amount of new content, including completely new boss fights. Almost everything was changed up in some way, even the cloud enemies have new sprites. An amazing version that rarely gets the recognition it deserves. And if you want a real challenge, put the the difficulty on ''You Do!!'' mode and see if you can actually clear the first stage lol.