saw in the tags you asked for a blaze analysis, so I thought I'd do that!
Blaze, being the sol dimensions counterpart to sonic, is also meant to be an opposite of sonic like knuckles (which is probably why there was a small thing with Knuckles and Blaze in one of the IDW annuals). She's the opposite of Sonic in similar ways to knuckles. Her arc in sonic rush is about breaking her out of her lonely mindset of needing to always be alone and she's very dedicated to her duty in protecting the sol emeralds, for instance. While her and knuckles dedication to their duty of protecting their respective emerald(s) is very similar, one thing I do like is how they've got different reasons for being alone. Knuckles is often alone due to necessity, considering angel island, but Blaze is alone for a completely different reason.
Blaze feels like it's only HER duty to do what needs to be done. She doesn't have to be alone, which she realizes at the end of rush, she's choosing to be alone to her own detriment. Compare that to sonic, who is always willing to make a friend with someone and let them help unless they would end up hurt or smth forces him to do it alone.
Some other ways she's the opposite to sonic include her position in her world. Sonic, for all intents and purposes, is homeless and doesn't rwally hold any position of power in his world outside of "the hero that comes in sometimes to save everyone." Compare that to Blaze, who is a princess of a royal family. She has a lot more responsibility and power than sonic does over the workings of her world, which definitely is part of the reason she felt like she had to be completely alone during sonic rush.
Thing is though she's also very similar to sonic in lots of ways as well, like having special connections with their emeralds, having sassier personalities, even if blaze hides hers most of the time (it does shine through in some moments like her dialogue when preparong to fight eggman in rush for the first time, "It seems you like to play with fire... Allow me to light your fingers then!" and her tossing and catching the sol emeralds every time she gets one), and their willingness to do good no matter what.
Blaze is basically Sonic's mirror, not just his opposite. Similar in so many ways, but also distinctly different. Her and Sonic are like their dimensions, two sides of the same coin. Their designs even reflect this as well! There are lots of little details in their designs that show their similarities AND their differences. Hell, their super forms even are opposing, with super sonic having a yellow body and red eyes, and burning blaze having a redder body (closer to pink, but still) and yellow eyes. This image by Due_Lion_2990 on reddit sums it up pretty well in terms of their designs, plus some other things that parallel eachother.
Thus ended up way longer than I was initially intending it to be, but I couldn't help myself, Blaze is my favorite sonic character and I LOVE talking about characters that parallel each other
edit, only just noticed a buncha other ppl also made stuff abt blaze lmao, whoops