Since I know there are a lot of frustrated import gamers who bought Sonic Adventure and have no clue what to do (including me at times), I've decided to go ahead and post a level guide for Sonic. This is by no means an extensive FAQ, just a simple guide to get to all the action levels while playing as Sonic. Most of this stuff should apply to Tails as well. If you have any questions about Sonic Adventure on a matter that isn't addressed on SegaNet yet, please feel free to e-mail at webmaster@seganet.com; thanks and enjoy!
First level for Sonic is the beach level where you need to rescue tails; simply walk towards the beach to enter the level.
Once Tails is rescued you'll be back at the pool in the hotel. Go into the hotel and out the sliding door in-between the front desk and the stairs. Adjacent to the hotel is a train station, go inside and take the train to the Mystic Ruins. Once in the Mystic Ruins head down to level ground from the train stop and go right to the stairs. Climb up and you'll fight Eggman Hornet. After defeating Eggman Hornet, go up the next set of stairs to; up here you'll see a little house (Tails' house), outside of the house is a green gem thing (green key). Use the spin dash button to pick up the green key and go back down the two flights of stairs. Head towards the waterfall but don't go down them, instead head just to the right of the waterfall and through a passage. You'll see blowing leaves and place to put the green key in - do it and then jump on the leaves to go to level two.
Getting to level three is a bit involved. After beating level two head back to the city; when you exit the train station, you'll notice that the road blocked by the two police cars is now open - head that way. You can mess around in this new part of the city for a bit, get used to how the cars and people react to Sonic and such. When you're done messing around, you'll notice a manhole in the street; used it to go down to the sewers. Once in the sewer head up to the balcony and through the corridor, you'll gain a new skill by stepping on the green button: lightspeed-dash. Step on the yellow button nearby - it'll show you how to get out. Simply use the lightspeed-dash and jump to get back out. You'll end up in a city shop, get out of there and head back to the hotel. In the hotel go up the stairs; hit the two yellow buttons - you'll that the coins lead to the door that opens for a few second. You need to go in that door to earn a power up - use the lightspeed-dash and you'll eventually get in. Now head back down to the first floor of the lobby, you'll notice a sliding door to the left of the front desk. Go in the door and out to the area with the casino. Sonic can't enter the casino unless the door is opened properly - step on the yellow button on the street; coins will pop up showing you the way to open the door. Step back a bit and use the lightspeed-dash to hit the yellow button; in you go!
When you beat the casino you'll see a little cut-scene; go get the blue key that was shown in the cut scene, it's in alley in the part of city where the casino is. Once you have the blue gem head to the train station and get back to the Mystic Ruins. As you step off the train yet another little scene will develop; head into the newly created cavern. Keep going into you come to the blue door and keyhole; place the blue key into the keyhole to open the door and proceed. Go straight, jump past the pool, go up the stairs and you'll be at the next level (Ice level).
After getting past level four, you'll need to head out off the cavern and back into the main part of Mystic Ruins. Once out there head for the waterfall. There's going to be a cut-scene or two along with a few bosses to fight. Dispatch everyone and head back to Tails' House where you got the green key. Tails busts out Tornado and Sonic gets on for the first air chase scene.
Sonic crash-lands on the beach; where to camper? Go into the hotel, and exit out the sliding door that leads to the casino part of the city. After the cut-scene, go into the train station and you'll cut-scene all the way into Twin Seeds Park.
Twin Seeds is an amazing level, but it only gets better from now on. Exit the Twin Seeds Park and you'll be out by the entrance to it again; in front of you is an ID card resting by the palm tree. Pick it up and head to the gray door right next to the Twin Seeds entrance. Go through and into the Speedway level.
After getting away from the cops on the highway, you'll be back in the city again. Head to the nearest train station and into Mystic Ruins again. Once in Mystic Ruins head like you're going into the Snow Level again but continue past the blue key spot down the tunnel to a door that has now opened. Go straight and onto the green button (do not cross the wooden bridge) to gain a lightspeed-attack dash. Backtrack a bit until you see a caged monkey near a metal gate. Use the lightspeed-attack dash to take out the cage, freeing the monkey and opening the gate to a new level. Go through the gate, and you'll be on your way to beating the Sonic part of the game. From now on everything should be pretty straightforward so enjoy the action!