Hidden register

As spotted by @mellowelbow, one of the many screens on the Ark in Sonic Adventure 2 features a code. After some investigation, this appears to be a four-word block in Wingdings, rotated four times to fill the screen. Furthermore, it actually does mean something! The block translates to four nicknames – Aiue, Oka, Kuk and Sashi. These may refer to Yuji Uekawa, Mika Okada, Kazuko Ito and Atsushi Saito, all members of the art department for the game, and likely the creators of the code.

Blasphemy!

Even anthropomorphic hedgehogs have religion. There are a few references to a deity or God in Sonic canon, both in the games and supporting media. In the Japanese manual for Knuckles' Chaotix, Vector's bio claims "existence of God was believed", and that the reason he came to Angel Island in the game was because he heard of a miracle on the island. The phrase "oh my God" is also used by both Amy Rose and Shadow the Hedgehog in Sonic Adventure and Sonic Twitter Takeover #5 respectively.

Sole carving

Of all the kicks Sonic wears in his journeys, his shoes from Sonic Adventure are some of the coolest. Apparently, the man (hog?) himself agrees. In fact, as discovered by @greenyvertekins, he's so fond of them that he has his own name engraved on the soles. 

Eyeballing

The first question most people think of when they see Sonic is "what the hell is wrong with his eyes?". It's a fair reaction – most of Sonic and Co have a misshapen cyclops eye with two floating pupils. However, according to head of Sonic Team Takashi Iizuka, Sonic does have two eyes, saying "It may look like they're connected, but they are two separate eyeballs". I'm not sure how that works, but I'm no hedgehog biologist. 

These boots were made for running

One of Sonic's most iconic features is his chunky socks that fold over his shoes. But surprisingly, those aren't socks, nor shoes! In the History Book from the Sonic Adventure 2 Birthday Pack a piece of concept art can be seen depicting Sonic's footwear as boots with the cuffs folded over. The art also mentions the inspiration behind the boots – a mix of Michael Jackson's boots from Bad and the colour scheme of Santa. This is also often reiterated by the original designer of Sonic, Naoto Ohshima, on Twitter.