Sonic joins your team near the end of The Subspace Emissary. As you've probably guessed, he has the fastest running speed of any character. His physical moves are pretty powerful, but his armor is lacking. He functions a lot like Diddy Kong in the air; he falls slowly, and he's great for interceptions. His down-A aerial move makes him plummet to the ground almost instantly as he delivers a lightning-fast kick; this move is an excellent complement to his floater aerial style, but there's little chance of recovering from it if you use it over the edge of a level. His B move locks him onto a target and launches him spinning into it; this is a great weapon against slow-moving characters, but it can't keep up with fast opponents. His down-B and right/left-B moves are basically the same; both send him spinning horizontally across the level. You can charge the down-B move by rapidly pressing B. The left/right-B move is faster and more powerful, but it's much harder to control. Sonic's recovery move launches him from a spring that is temporarily usable to any character. This move offers great vertical distance. However, it does not give you any horizontal distance until you reach a certain point in your vertical trajectory, so Sonic is incapable of oblique recoveries; if he gets trapped under a level, his recovery move will only make him bump his head before he drops to his death.
Sonic is the ultimate elusive target; constant movement is his best form of defense, especially in duels. Therefore, even though he is great for aerial interception, learn to control him on the ground, where he is fastest and most powerful. As with Fox, I suggest that you focus on conserving momentum as you attack with Sonic; learn to slide into your foes as you charge up an up-A smash and then release it on contact. Use Sonic for large, flat levels on which you can afford to lose control, and if possible, don't approach cliffs or levels' edges.