after the events of Sonic 3, Sonic races Tails and Knuckles, accidentally running too far in the woods of New York, he encounters a robot version of him, soon turning into an army. As soon as Sonic thinks he's outnumbered, a red and gold Piko Piko hammer defeats the army, belonging to a mysterious hooded figure

Sonic: What? Who are you?

The figure takes off the cloak, revealing to be none other than Amy Rose

Amy: I'm Amy Rose.

This is their first interaction