Sega seemed to have had a problem determining the balance between making the game fun and making the game hard. Usually I'd say these things can coexist without issue, but in Sonic's case the fun in Sonic is so heavily built around going fast that challenging gameplay actually does go against that philosophy. I'd say there are only a couple levels early on that were genuinely "fast" for me, everything else felt more akin to wandering around. There were actually multiple times I felt lost, especially in late game levels. I realize that this is not an uncommon criticism, in fact it actually feels rather embarrassing to talk badly about Sonic games because you get lumped in with That Crowd, but it did impact my enjoyment of the game pretty heavily.

tl;dr the police standing outside of Yuji Naka's house is a trap designed to prevent him from just walking forward