The uC should come from the factory with the fuses set to use the internal oscillator. You can buy chips that come with the "Arduino bootloader" pre-installed and these will have the fuses set for external clock but I haven't seen the ATmega2560 sold like that, only ATmega328P. So likely the only way it would have the fuses set for external clock is if you accidentally had the Tools > Clock selection on an external clock option the first time you tried to do a Tools > Burn Bootloader (which sets fuses in addition to burning the bootloader). There are certainly other causes of the error you're getting. I just brought up one possible issue that is fairly common when people are trying to work with the internal oscillator.