I've noticed that some people have trouble getting colors of the characters right (especially those with various vision problems), so I thought I'll help by giving you some color values. They were taken from official arts, but they are approximate so don't flame me XD
SEGA artists themselves don't use exactly same colors all the time for some reason (just very similar shades). Guess they didn't bother to save all the values.
I won't state obvious colors, like plain old white and black.
Sonic:
Fur (Modern) RGB 26, 80, 188; HEX #1A50BC
Fur (Classic) RGB 13, 122, 233; HEX #0D7ADF
Skin (Modern) RGB 255, 215, 143; HEX #F