I'm trying to compose a complete list of Sonic game easter eggs (not cheats or unlockables, hidden, non-obvious tricks or secrets) and will post to add more and more. Please submit any that you know. I won't add all I can think of right now, but I will add a few of them. I'll start with ShTH easter eggs.
Shadow the Hedgehog
-Plug in a second controller during a stage to play as a partner! Does not work for Doom's Eye, Eggman, or Charmy.
-To play ShTH in first person, merely hold the C-Stick up for several seconds and then continue holding it. Shadow moves slower, but it's a must-try!
-In Cryptic Castle, if you don't hurt ANY of the Chao and get about 10 to cuddle around you, one will lay an egg.
-To get a clear pause (pause with no menu) hold L+R then pause (I THINK that was it, let me recheck).
-When you unlock the Heal Cannon, use it on a GUN Soilder. They will salute you then actually not attack you, but the other enemies in the immediate area.
-This goes off the last easter egg. When a GUN Soilder is REALLY close to you while on your side, press on the D-Pad in order: Up, Down, Left, Right. Then quickly hold A and B and press start. The GUN Soilder will say mysteriously, "There is no level select!" (Sonic 1 reference)