A while back I busted a Teenage Mutant Ninja Turtles strategy myth, but I'm pretty sure I know what the guide was talking about.
When you finally do encounter Rocksteady at the end of Level 1, there are these crates on the right side of the screen. Jump up to the top of those and switch your Turtle to Donatello.
Rocksteady will run to the right, get stuck on the crates, and try to jump up at you. Donatello's Bo is the only thing that can reach him when he does that
But you're safely out of the way of any harm, making this battle much easier (though it really isn't that hard to start with).