According to the Sonic Comic series, Sonic had a weird lab accident involving a hamster wheel and some sneakers and this managed to give him blue fur and super speed. No, really! Sonic was supposedly a normal brown hedgehog until this accident took place. read more
Actually, he was originally supposed to be teal, but when testing Green Hill Zone for the original Sonic the Hedgehog, he blended in with the water in the background, so to fix that, they gave him a dark blue color, and it stuck ever since. read more
Sonic is blue in color so that he can represent SEGA's logo, which is blue. Also, the color blue symbolizes "peace", which Yuji Naka felt that the word "peace" describes Sonic's hero like personality. read more
He is blue because SEGAs color logo is cobalt blue, and also because SEGA wanted Sonic to symbolize peace-and blue is known for being a peaceful color. read more