Sonic the Hedgehog- Sonic just returned from his last adventure when he hears police cars follows them to see what's up. A liquid-formed monster named Chaos, a fierce diety of destruction that craves Chaos Emeralds to become stronger attacke, attacks and Sonic jumps in to get a little of the action. After Chaos flees, Sonic goes to Emerald Beach the next day to enjoy his vacation when Tails crash lands and Sonic rescues him to see that Tails has found a Chaos Emerald. As Sonic arrives at Tail's workshop to see the Chaos Emerald and help with Tail's destroyed plane, they are attacked by Dr. Eggman and Chaos who end up stealing the Chaos Emerald. Chaos absorbs the Chaos Emerald into his body, and transforms into a more powerful being. Now Sonic must set out the rest of the Chaos Emeralds before Chaos absorbs them and destroys the world. Each stage for Sonic is the classic high-speed race against the clock to reach the end like previous Sonic the Hedgehog games.
Tails- After Sonic rescues him from the plane crash, and Chaos and Dr. Eggman come to destroy the world, Tails decides to follow Sonic around and help him take down Eggman and the monsterous Eggcarrier. Tails, who wishes to impress Sonic, must then race against him to the Chaos Emerald before Sonic gets there first. When Sonic wonders how he will reach the Egg Carrier to stop Dr. Eggman and the diety Chaos, Tails presents his newest invention- the transforming airplane Tornado 2. That's when Tail's stages change from a race agains Sonic, to high-flying shooter against enemy planes and explosive mines.
Knuckles- Knuckles was watching over the Master Emerald on Angel Island when Dr. Eggman comes along and destroys it, releasing Chaos from his ancient slumber. With the Master Emerald gone, the power source keeping Angel Island in the sky is gone, making the island crash into the ocean. Now it's up to Knucles to seek out the pieces of the missing emarald and restore Angel Island back to its original state. Each of Knucle's stages consist of having to seek out 3 pieces of the emerald.
Amy Rose- Amy decided to do a little shopping in Station Square when the Egg Carrier flys over, scaring the inhabitants. In the middle of the panic, Amy sees a tiny blue bird called a Flicky fall from the Egg Carrier, and decides to help it. While helping the poor defensless bird, one of Eggman's robots named ZERO begin to chase her down. Eventually she gets captured, and taken aboard the Egg Carrier when she escapes and the Flicky is taken from her by Eggman. In the mists of all the panic, the reason Amy and the Flicky were being chased was because of a Chaos Emerald the tiny blue bird was carrying around its neck in a small box. Amy's stages consist of fleeing from ZERO before being captured.
Big the Cat- Big's pet and best friend, Froggy, swallowed a Chaos Emerald that was part of Chaos' tail. The mutated frog flees from Big, who then leaves to search for his missing friend. Each of Big's stages consist of fishing for Froggy before it gets away again.
E-102 Gamma- Gamma is a robot created by Dr. Eggman. At first, Gamma undergoes training and special missions for Eggman along with his older robotic brothers to see which of them is the most useful to Eggman. As Gamma goes about with Eggmans planes, he's forced to destroy his robot comrads and thus relizes Eggman is a bad person after meeting Amy. Gamma goes against Eggman, and hopes to see his brothers once again and to rescue the animals Eggman uses as the core of his machines. Gamma's stages consist of shooting enemies and making it past various missions Eggman sends him out to complete.