The European Sonic lore
In classic Sonic, Europe has always been a weird place, a mix between American and Japanese Sonic. Just look at the boxart.
The box for Sonic 1 has the Japanese Sonic, the boxart of Sonic 2 is just the American boxart with washed out colours and the box for Sonic 3 has this its own thing.
This canon is most prevelant in Sonic media from the UK, like the fleetway comics and the Martin Adams Novels.
This is the one with doctor Kintobor and Sonic's "accident". I never really liked that accident part, as it doesn't explain Tails or Knuckles.
American Sonic lore
While there exists an American Sonic bible, I feel like the most stroy-based Sonic media in North America was based on Sonic satAM, so I'll put it here instead. I'm too lazy to write about it here,
so you had better just watch the show yourself. This was also used in some 90's fangames like Tails and the quest for 100 rings!
Japanese Sonic canon
This one is my favourite, as it was used in the games. Some obscure facts includes Sonic sneezing when sensing danger and there also being an ancient civilisation on west-side island. Here's a reddit post with links to translations of the Japanese manuals!
Some stuff which I find interesting:
Sonic sneezing
The fact that Sonic sneezes when sensing danger is quite obscure, but more and more people are learning about it.