When I started, I played the first course a few times with each character to see which was best.
My brother kept telling me to use Robotnik, but I saw that he's no good.
(but he does have a high top speed like any fat character, right?
I was (and he was) expecting it to be the usual:
Sonic, as the main character, is the all-around good one.
Tails, as the smallest one, has good acceleration.
Robotnik, as the fat guy, has a high max speed and is good for advanced players.
Amy, as Amy, is no good at all. (Twinkle Circuit...)
Sonic and Tails are kind of what I expected, and Robotnik (not "Eggman"!) is bad.
Anyway, I was surprised to see that Amy is really good.