Went through the whole forum and didn't see a topic about it, so I thought I'd post my first memories of Sonic and see what others' were.
My absolute earliest memory of Sonic was hearing a neighbor kid a year younger than me discussing it back in the summer of 1991. He had a Genesis, and I did not; frankly, I didn't care as no games for it interested me. My NES was more than enough for me and I was biding my time waiting for the Super Nintendo to come out. We were outside, hanging out on summer vacation and talking, and he mentioned he'd played a new game called Sonic the Hedgehog. "He's like, this hedgehog who can run like 120 MPH," I remember him saying. "It's so cool."
I was unimpresssed. I had just discovered Final Fantasy and was diving into RPGs for the first time, and the only Genesis game I'd even played was Altered Beast, which bored me. I wrote the game off mentally.
A few weeks later, I had hassled my mother into taking me to the nearest Funcoland (now Gamestop) to let me look at the newest games and see if they were paying anything for games I'd be interested in selling. This was sometime in late July or August, 1991. I went into the store and looked around a bit and some very good music caught my ears. I looked over at one of the Genesis demo units the store had set up and saw this bright, beautiful, colorful landscape and this blue creature standing in the middle of it. Someone had been playing it and walked away, leaving the game running instead of pausing it. The blue creature was staring straight out and tapping his feet, with an expression on his face that said "What are you waiting for?"
I went over and grabbed the controller. I started playing. I noticed as he ran faster and faster his legs started spinning around in circles like in a Roadrunner cartoon; I found this awesome. He collected rings, not coins. There were loops and tunnels and collapsing ledges. This was beyond Mario. Being used to Mario, I had to adjust to not being able to just drop onto enemies; I had to jump or spin onto them to not take damage. I made it to the end of the stage, and a screen came up that said "SONIC HAS PASSED ACT 1." I finally put two and two together: This was the game my neighbor was talking about. This was Sonic the Hedgehog. My mother eventually had to pull me away from the machine to get me to put it down. I think I made it to Act 2 of Marble Zone.
Sonic 2: Christmas season of 1992, my grandmother took my younger brother and I to the Mall of America. There was a demo unit playing Sonic 2 at the Kay-Bee Toy Store, so of course I played it. I had seen the TV commercials and wanted to find out more about Tails and "Blast Processing". I made it to Act 2 of Chemical Plant Zone, whereupon I got stuck at the Shaft of Death and drowned repeatedly. I remember getting frustrated because I tried to find air bubbles, not aware there simply weren't any in that stage. New Year's Eve, my parents rented a Genesis for me with Sonic 2, and my neighbor (the one who told me about Sonic a year before) and I played co-op Sonic and Tails. I was Sonic. We made it all the way to Wing Fortress Zone, where we got stuck at the gun hatch part (I didn't realize they were platforms; I thought they would shoot at me so I waited for them to close and then jumped--straight into the bottomless pit).
The next year, Christmas 1993, I finally got a Genesis, a model 2 with Sonic 2 and Spinball. I played the shit out of them whenever I could, although my parents usually hid the controllers from me during the school year to keep me from getting distracted from homework. My first time I beat Sonic 2, I beat it as Tails, and therefore I had no idea there was an ending cinema until I went back and beat it with Sonic. Likewise for Chaos Emeralds; the first time I collected all seven was with Tails so it took me another playthrough to find out about Super Sonic. I had resigned myself to the fact that we would never be able to afford a Sega CD attachment and therefore I wouldn't get to play Sonic CD.
Sonic 3: A few months after I got my Genesis, along came Sonic 3. I rented it on spring break 1994, but to my immense irritation after renting it my dad made me go out and shovel the driveway while my younger brother got to be first to play Sonic 3. I remember getting frustrated at the immense size of the stages (commercials said it was "3 times bigger than Sonic 2" but I figured this referred to the number of stages, not the size of the stages) and having to fight a boss at the end of every single stage. I also didn't like the constant presence of water in almost every stage. I made it to Carnival Night Zone and got stuck at the fucking barrel; I assumed I made a wrong turn somewhere and had been trapped, but I couldn't find any other route through the stage. I didn't beat the game until a few months later, when Game Informer rushed out a special issue with a Sonic 3 guide that explained how the barrels worked. We didn't have an internet-capable computer and I don't think GameFAQs existed at that point anyway. Just like with Sonic 2, I first beat it as Tails.
Sonic & Knuckles: No story behind this one, I saw it was coming out in a magazine ad, I rented it and played it. Got stuck several times. First time, in Mushroom Hill I couldn't exactly figure out how to operate the lifts for several minutes ("JUST PUSH DOWN DUMBASS"). Then, in Flying Battery 1 I got stuck at the part where you have to let the bombs blow up the floor; it didn't occur to me to hang around and let this happen. Then, Sandopolis 2. Jesus christ, what a pain. I finally beat the game as Knuckles, made it to Death Egg 2 and game overed as Sonic. In the Summer of 1995 I finally experienced the whole game locked on, and I was like "Holy shit this is awesome." I bought both Sonic 3 and S&K and still own them to this day even though my Genesis no longer works properly. I also still have my Spinball cartridge, but my Sonic 2 has been lost for years (I think my parents threw it out).
I didn't start playing the 3D games until years after they came out, so I largely missed out on how other people reacted to them. I think this is actually a good thing. I played Sonic Adventure 2 before Sonic Adventure because my used Dreamcast refused to load my used SA1 disc, and I remember that I played from the start of the Hero story through Eternal Engine, where the DC froze and refused to load the level, so I shut it off, came back the next day and finished it. This was in October 2009. Shortly after finishing the game for the first time, I watched yoshifan and Petrie911's single segment runs on SDA and I made the decision to do a speedrun myself. My Dreamcast gave up the ghost and quit working a few months later, so I bought and transitioned to the Gamecube version, which I've been playing on since. About a year and a half of practice, usually minimum two hours a day, elapsed between my decision to do a run and the completion of my SS Dark story run in July 2011. The only other game I played during this time besides SA2B was Heroes, which I spent about two weeks with in spring 2010.
The rest of the Sonic games I've played don't have any real stories behind them: Buy game, play game, beat game, sometimes speedrun game. I do have unpleasant memories of my first times playing Sonic Adventure DX (March 2011) and Shadow (October 2012), as both games caused me to get motion sickness so badly I actually threw up. The only levels in Shadow that provoke that reaction from my stomach are Lost Impact and The Doom, but for SADX I pretty much have to play it on an empty stomach, so I don't have much incentive to play it at all. I had the same problem with Sonic 3D Blast (December 2011), although I made myself stop playing until my stomach settled down before coming back to it so I never barfed (I had to leave my Saturn running for 3 days to finish it as a result, though).
TL;DR: I ARE OLD