I would preface my critique with the fact that Sonic isn't so much my interest, but I do like to see hand-sketched original characters, in general. With this, I see a lot of "bright" colors, maybe skewed quite heavily into the orange and reddish-orange hues. That may be the character's "thing", though, so I won't judge on the coloring aspect.
The hair tied in the back is a nice touch, as is the clothing choices -- although the top looks a bit "stretched" across the character's left shoulder and wraps around the elbow; the shading may be a tad on the dark side, for the presumed direction of a light source. Eyes are a bit large on the white parts, in proportion to the black pupils; the whites of the eyes could be maybe five to ten percent smaller, and maybe the pupils could be larger by the same amount, IMHO.
Either she is wearing furry boots -- tres chic, no? -- or her legs and feet are just naturally so hairy. As I said, I don't follow the Sonic universe at large, so it's on me for not knowing the difference.
In summary. I like that you are experimenting with shading and gradients on the colors; but for the next phase of improvement, you may try feathering the places where two like-colors meet, to "soften" the sharpness of color transitions. The hair parts are good examples of something that could be softened a bit more, in contrast with the outfit, which seems like it may have been given a bit more attention.