Welcome, yo.
I'v never even tried two thirds of the roster, but I tried out Sonic and he works well for me. Few questions.
1. whats a good follow up for a grab.
Up-throw: lots of options. At low percents, ppl like Usmash, Utilt, Uair, VSDJ (side-B then jump), or use side-B to bait a response, cancel it, then do something (maybe a regrab!).
Fthrow: side-B bait works well, also maybe an instant SDJ (down-B then up on the C-stick) > Fair
Dthrow: If they don't DI up (which they prolly should), it can lead to tech-chasing. Regrabbing is fun
Bthrow: not a lot you can do about this, mostly used for getting them off the stage to start edgeguarding.
2. OK I have this problem with dashing. With characters with slower Dashes, I can often dash away, pause for a sec then dash back. Sonics dash has really bad ending lag though, and I always fall short with his dash grab. Any advice?
Sonic's dashes are.... interesting. The "bad ending lag" you're talking about is probably where Sonic's arms are out, like he's surfing? That's what we call "grinding", altho it's also called "surfing" lol. This
seems like lag and is something most of us avoid. However, there are a lot of things you can do from a grind; delayed dash-attack, dash-grab or a pivot grab (while sliding forward!), dodge-roll, side-B which can shield-cancel to let us quickly shield or spot-dodge during the grind, and you can also jump out of grind, which further means you can jump-cancel a grounded up-B or up-smash.
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Check my Merry Steakmas! thread where I talk about this in more depth.
But it's generally safer to either use Sonic's initial-dash state (first few frames of a foxtrot, the part that allows for dash-dancing), or his full-dash (which has controllable speed, mind you
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). Because from initial-dash you can use tilts and smashes, and from a run if you release the control stick for a moment you go into a "screech-stop" which is also cancellable with a tilt or smash or w/e.
Sorry for wall-of-text, hope this helps...