Help me, what Sonic game should I undertake first?

[Dr. Detective]

The reason people are suggesting Generations is because Generations doesn't really have much going on with it. It's a simple and fun game that focuses only on it's gameplay aspect and kind of lets its other elements drift off to the side. The Story especially is as bare as bare can be.

If you have access to all the games or if you plan to play them all anyway, then it'd probably be best to start with Adventure and move up from there. That way you'll be able to soak in the events that transpire in the correct order.

If it's just a gameplay experience you desire then Generations is your best bet. 

[Alice Twilight]

I'm sure you've already played some by now but I do think Sonic Generations is a great game but it's also heavy on the fan service with some of its level design and in jokes. Great game but I think you'd appreciate it some more if you've played the other titles before hand since it's a massive call back to Sonic's history, either way I doubt many people who pick up Sonic Generations as their first game think when playing "Gee, I sure wish I played these other games"

Same deal with other fan service games like Final Fantasy XIV, latter being great but can get maximum appreciation out of it if you're a fan of the series because of shout outs and such.

Edit: See you didn't like Sonic the hedgehog much, that game wasn't really paced well I think, Green Hill Zone looks like it's setting the stage for what the game offers, then Marble Zone comes and it's just really slow and drags on after that Springyard Zone goes back to having that good balance of speed and platforming like Green Hill Zone. Definitely not my favorite, Sonic 2 set the standard of 2-D level design I think.

[quark]

I honestly think 3&K is the best game for new players because of the save feature.  Somebody who's never played Sonic before might die a lot and get frustrated at always having to start over at the beginning if they go with the first two games.

The first game's the worst for new fans (as far as the Genesis games go) because the level design is wonky and doesn't always fit the format that the later games established.  Marble Zone in particular is really unfair because it has a lot of crushing deaths that are very difficult to avoid if you haven't already memorized your way through the level.

As for 3D games, I'd recommend Heroes.  It doesn't experiment with characters that have weird gameplay styles (apart from team Chaotix), it has easy/medium/hard teams, it doesn't make you wander around Station Square trying to figure out what to do next, and it doesn't have a bunch of collision detection bugs like the first Adventure does.

[Despatche]

The original Sonic the hedgehog, of course. Starting anywhere else, and otherwise playing the games out of order, gives you a pretty poor picture of how the series develops over time.