Both strengthening and weakening trends with decreasing diameter have been observed for metallic glass nanowires, sometimes even in the same sample. How to reconcile them has reminded a puzzle. Since their detailed stress state and microstructure may differ from each other significantly depending on preparation, to discover the intrinsic size effect it is necessary to study metallic glass nanowires fabricated differently. Here we show the complex size effects from several classes of metallic glass nanowires prepared by using different methods in molecular dynamics simulations. We show that at the wire diameter less than 100 nm, the size dependence is related to the internal and surface stress state, atomic structure variation, and presence of various gradients. The complex interplay of these factors at decreasing size leads to the different deformation behaviors. Beyond this scale, other factors such as sample imperfection, preparation and testing conditions must be considered.