Sonia the Hedgehog did not originate from fanon, and more information can be found on their respective wiki(s). You may read more about it on the following wiki(s):

Sonia the Hedgehog is a character from the Sonic series. Her first appearance is in Sonic Underground in an attempt to locate her mother, Queen Aleena the Hedgehog.

Sonic Heroes 2

Sania makes an appearance in Sonic Heroes 2 as part of Team Underground. She is still trying to find Queen Aleena, but on this occasion her efforts are centered around locating Sonic who (to them) is missing. She shares this aim with Manic, Tails and to a lesser extent Cosmo.