In 1991, SEGA of America whipped up "The Sonic Bible", an internal document that provided a history and philosophy for Sonic and his universe.
Based on nothing from SEGA Japan, the end result of this entirely localised and invented character origins is fascinatingly awesome (think corporate fan fiction). One draft is like Charles Dickens-meets-I-don't-know-what-the-fuck:
Sonny Hedgehog was born on Earth in the early 21st century, in the town of Hardly, Nebraska, population 1,226. He and his mother and five sisters live underneath a scraggly hedge beside the local burger joint, and subsist on burger scraps, milkshakes, and the occasional slug or bug that crawls their way. They are a poor but happy family. Unfortunately, Sonny's dad died when Sonny was just a few days old, after falling into a gurgling, festering vat of toxic waste dumped in a nearby pond.
Bwah?! Other drafts have Sonic learning his abilities from his friends in the forrest — like learning his Super Sonic Spin with Chirps the chicken — and use the "Advanced Non-Concussive Cobalt Effect" to explain things like Sonic's blue quills. Did you know that when Sonic slows down, he's into cruising the beach looking for "shapely hedgehogettes", bodysurfing and windsurfing, and "competing in contests to see who can build the most awesome castle in the shortest amount of time"?
The document with all its various drafts were auctioned off and has been scanned for your reading pleasure.