Sonic is a Hedgehog. His full name confirms it and he also looks like real hedgehog; only his spikes/quills are blue.
Shadow and Silver also look like hedgehog because of their nose and spikes/quills. I am tempted to believe that Amy is also a hedgehog because she has a crush on Sonic, but she doesn't have spikes/quills (maybe, cross-species crushes are possible in their universe).
Metal Sonic is a robot. Eggman is a human. Vector is either alligator or crocodile. The one to the left of metal sonic looks like a wasp. I have no idea about Tails (I have never heard of an animal which has two tails).
What animals are all these characters?