[ By the way, I have photoshop set so opacity is set by pen pressure, so that's why it looks faded. I also sketched out the eyes first for own purposes.]
Start with simple basic guide-lines. A large circle for his head, facial guidlines should be somewhat lower from the middle of the circle, and two triangles near the top of the circle. A sort of boxy torso underneath and 3 large curves for his quills. Lastly, 2 lines from the top corners of the box for his arms.
Where the facial guide lines meet is where I usually position the nose near. For hedgehogs specifically, it's really close to the point where the lines meet. [For echidnas is a bit farther off]. From there, just draw curves lines going to the edges of the circle, and trace the bottom of the circle from one end of the muzzle to the next. Make Sonic the smiley-hedgie he is and go forth.
Assuming you drew the guidelines for Sonic's eyes, start from the bottom of the muzzle and move up until you hit the top of his eyes. Just continue to trace the top line to get his basic eye structure thing. For the eyebrows, just copy the shape of the corner of the eyes up from the eyeline. For the side of Sonic's eyebrow, trace the complete side until you hit the muzzle.
Now just trace the guide lines of the ears, and draw tiny triangles inside those triangles. You can start to draw the top of his head [the curved line from his left ear to his right]
From here we can now give him a body. Try to get into the habit of starting on the arms first, this way, if they cover some of the body, you don't need to go back and erase what overlaps. Remember Sonic isn't one of those incredible macho man like Alex Louis Armstrong from Fullmetal Alchemist. Just put some meat on the lines and you got his arms. After that, now you can outline his body using those guide lines as well. Give him his signature tan belly and we're ready to get to his quills!
The quills [aka spines, aka pokey things, aka what-the-fudge-ever people call them] should be relatively simple. If they happen to give you trouble, start with the bottom quill [the curve right of sonic's head, stops at Sonic's arm]. From there, you can map out the bottom and top of the middle quill, and after that, the top quill.
And after cleaning up the blue guide lines, our hero... looks like he's in the Zone of Silence [Archie-verse]... No matter! Just polish him up a bit, slap on some color and he should be ready to run wild and stop Eggman! [Be careful of the recolors.]
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