Sonic isn't the worst option at all. He's a technical character more than the others. He is the most flexible and the hardest to master.
More than the other characters (safe for maybe Amy, as she's the hard mode in this game) he requires knowledge of the stage, which shield to keep and use at the right moment and the level design.
He is the one that rewards you the most at later replays: once you manage to get a hold of the right shield at the right time, you can even clear Knuckles routes.
Don't give up at the game for a couple of gameovers. Like the games of old, 3D2D has not been designed to be beaten on the first playthrough.