Sonic fan for more than two decades here! It’s always great to see more people interested in the franchise!
I would say that maybe it would be good to start with Sonic Generations (or Sonic x Shadow Generations if you can afford it, which is the same but with the Shadow The Hedgehog story as an extra), so you get familiar with the gameplay of both classic and modern games, have a sense of where it’s going and decide whether to go ahead or not.
I see that your interest is more focused on the characters and their dynamics, fantastic! the best part of the franchise in my opinion!. In that sense I would say that your best option to go deeper after Sonic Generations would be the mythical Adventure saga (Adventure 1 and Adventure 2). They are the games in which much more emphasis was put on the characters and the story.
Already after this and if you are hooked is that I recommend that you play the classics. You can play Sonic 1, Sonic CD, Sonic 2 and Sonic 3 & Knuckles in Sonic Origins (although you can also emulate the Mega Drive games), and then there is Sonic Mania. Why not start with the classics? Because they are very much of their time: pure gameplay, simple and not so deep story, but very fun to play!
You talk about games, but let me recommend you to read the IDW Comics in a complementary way. They are REALLY good! If I remember correctly, one of the artists on the comics, Evan Stanley, worked on The Murder of Sonic the Hedgehog, and the story of the game plays out very similar to how the Comics read. It’s also where you’ll find the most depth in the characters (and you’ll encounter the best story arc EVER written for the franchise, EVER).
To sum up:
Sonic Generations (Or Sonic x Shadow Generations)
Sonic Adventure 1 and 2
Sonic Origins (Which are Sonic 1, CD, 2, 3 & Knuckles)
Ah, OK 😅. Well, to be fair, we are in the internet, is hard to tell a joke or sarcasm from honest opinions. That’s why i always use “/s.” to not be misinterpreted.