As far as entry points for the series go, I believe there's no better than Sonic Adventure! It gives a very solid introduction to many of the key characters present throughout the franchise, introducing who they are, as well as giving a strong impression of their personalities. It also mechanically eases you into the general feeling of speed that Sonic's gameplay is known for, without feeling overwhelming like other 3D Sonic games might be.
Side note: The modern ports of the Adventure games on Steam, particularly for Adventure 1, are pretty rough. These games have had a bad history with ports in general, though thankfully it's easy to get mods to make for the best experience, which I highly recommend. This video right here is a really good way to access the best essential mods for these games.
Available platforms: Dreamcast, GameCube/Xbox 360/PS3/Steam (DX)

Following up Sonic Adventure with Sonic Adventure 2, what a novel concept! In all seriousness, Sonic Adventure 2 is also a very critical piece for getting into the series. Not only does it introduce key players in the series like Shadow the Hedgehog and Rouge the Bat, as well as defining the type of storytelling that 3D Sonic games usually go for, but also serves a critical role in the games' shift into the spectacle platformer genre. Adventure 2's levels are far more high-octane and action-packed, with a large emphasis placed on spectacle and flash, while also housing a vast amount of depth to explore. In many ways, I see this as the ultimate Sonic game.
Side Note: Refer to Sonic Adventure segment for details on improving the experience on the Steam version
Available platforms: Dreamcast, GameCube (Battle), Xbox 360, PS3, Steam

Let's rewind the clock back a bit to go to the games that started it all! The classic games are a bit of a shift to go back to compared to the approach of the Adventure games, but they're all really solidly made 2D platformers that are definitely very highly recommended due to how they introduce many pieces of iconography that are present throughout the whole series.
Side Note: Doesn't specifically have to be the Origins release of the Classic games. This is mainly a stand-in for the Genesis titles, though I do think this version in particular has benefits like the new cutscenes creating a connective tissue between the games.
Available platforms: Sega Genesis, GameCube/PS2 (Mega Collection), PS3/Xbox 360 (Sonic's Ultimate Genesis Collection), PS4/Xbox Series/Nintendo Switch/Steam (Origins)

Now we can turn the clock back forward and go into Sonic Heroes! This one is fairly important for how it sets a status quo for the series, introducing multiple prominent characters like Omega and the Chaotix, while also re-introducing Shadow after the events of Adventure 2. This does throw a bit of a monkey wrench into the ease of going through them since it's not available on modern storefronts, but you should be able to get it working on Dolphin Emulator with relatively little hassle.
Available platforms: GameCube, PS2 (Not recommended), Xbox (Original), PC (MyAbandonWare)

This game right here leads into what isn't the best streak of Sonic stories, but does provide a very necessary introduction to what's become a prominent aspect of the modern series: the Wisps. They're weird little aliens that use special energy to give Sonic, or anyone wielding devices meant to harness them like in Forces or the IDW comics, special powers and abilities. Probably the most take it or leave it one here, but one I'd still recommend.
Available platforms: Wii, Nintendo Switch/PS4/Xbox Series/Steam/Epic Games Store (Ultimate)

Ah yes, the big anniversary title! Sonic Generations is often what I've seen people recommend as your first game and I don't blame them, Generations is absolutely spectacular. It's a ridiculously fun and excellent introduction to the "boost formula" mechanics that the modern series has adopted as its main style of gameplay. Now that you've played all of the previous games on this list, you'll be able to gain an even greater appreciation for revisiting these excellent locations from across the series, with the only gaps in your knowledge being in regards to 06 and Unleashed.
Available platforms: Xbox Series, PS3, Steam, PS4/Nintendo Switch (Sonic X Shadow Generations)

A must-play for how it leads into/sets up plot points of Forces such as the Phantom Ruby while also just being a really damn good game. Also introduces the Drop Dash, which appears to be becoming a mainstay mechanic if Frontiers is anything to go by.
Available platforms: Nintendo Switch, PS4, Xbox Series, Steam

The main long-term purpose of playing Forces is to serve as a gateway into the IDW comics series, which directly follows the events of this game and is the most current ongoing piece of Sonic storytelling atm. The IDW comics are fantastic, basically bringing in most of the staff from the stellar Archie Comics Sonic run, and the lead writer of the series is even writing the newest game of the series! Definitely the most gateway-ish game here, but if you enjoy it on its own merits, that's great.
Available platforms: Nintendo Switch, PS4, Xbox Series, Steam

And with that, you're all set with the essentials of Sonic! The whole azure blue world is your oyster, feel free to explore it as much you like! However, maybe you'd still like a few pointers on where else to look? Here's a few more recommendations for stuff to check out.

Were you really fond of the boost gameplay of Generations and Forces, and want to experience more of that style of gameplay? Or perhaps you were fond of the emphasis on combat in Heroes and want to see that taken to an extreme? Give Sonic Unleashed a look!
Did you really like that taste of the 2D Sonic titles and want to experience more of those, along with some influence from the modern games? Check out the Sonic Advance and Sonic Rush games!
Curious about what happened to Shadow after the events of Heroes and want to learn more about his past? Take Shadow the Hedgehog for a spin!
Did that Silver guy from Generations and Forces catch your eye? Want to learn more about what his deal is? Maybe Sonic the Hedgehog 2006 might be of interest (Player discretion is advised, Sonic 06 is not the most high quality game out there to say the least)
Or, perhaps you want to see more of what the fan community has to offer in terms of Sonic experiences? Take a glance towards games like Sonic Robo Blast 2 or Sonic: Before the Sequel/After a Sequel for a taste! In fact, you could go a step further and look into the annual Sonic Hacking Contest and SAGE events to see what various passionate fans and creators have to offer!
I hope this has been a helpful way to explore a franchise that is endlessly close to my heart, and I can't wait to see more people get the best experiences they can from Sonic. See you on new Frontiers!