Sonic the Hedgehog is the titular protagonist of the Sonic the Hedgehog video game series.
Sonic is a blue, anthropomorphic hedgehog able to run at incredible speeds. Most character biographies have listed him as being 15 years old.
Within the current lore of the videogames, nothing has been revealed about Sonic's backstory prior to his first videogame appearance. While (apparently retconned) early localization for Sonic attempted to detail a background for the character (alongside various Japanese backstories, also discarded), as well as numerous comic and cartoon adaptations, there is nothing in the videgames themselves detailing Sonic's birth and early life.
Sonic is not biologically an anthropomorphic hedgehog, despite resembling one. He is a "hedgehog shaped fairy"*, or more accurately, a speed chao, albeit with different proportions to what we are used to seeing modern chao with.
Sonic's earliest origins are not detailed, nor does he himself remember them, but as a chao, Sonic has lived an extremely long time by using chao reincarnation multiple times. He does not retain concrete memories of his past instances (though memories have occasionally resurfaced in his unconscious mind while sleeping during the storybook games), but in a few cases history has remembered him. Usually the historical record is vague regarding Sonic's previous lives, shrouding them in myth, but notably the ancient echidnas were able to capture his likeness on 3 separate occasions, to varying levels of success.*
The existance of these 'prophecies' regarding Sonic do not have any mainstream notoriety in the present day society of Sonic's world. The only significant individual to have made note of these patterns was Professor Gerald Robotnik. The fact is that identifiable references to Sonic's past instances are rare in the historical record; this is probably due to Sonic's instances having personalities that are not excessively attention- or influence-seeking, have a disinclination toward overt, dutiful heroicism depending on the circumstances, or a combination of the two (see My Read, below).