If you want to play as sonic and tails:
1. Goto the character selction screen.
2. Press up on sonic
3. Down on tails
4. L on knuckles
5. and finally press R on amy
Now go back to sonic and you will hear a sound like when you get a ring
if you don't hear a sound do step one to five again
when you hear a ring sound, pick a level and play it
now you will have tails following you providing extra damage to enemies