Mario has a very approachable world of his own, and his games are always entertaining even if you're just playing tennis. One can easily get acquainted with the Mushroom Kingdom and the plethora of various characters that inhabit this vast world, and even the villains are equally as lovable as the heroes.
There is nothing interesting at all about Sonic's character. He has no real personality whatsoever, and aside from their slightly varied powers, the other characters in the series aren't anything special either. Sonic may be fast, but what else does he have going for him?