Starting at 20:00, each character is asked about their dream.
Sonic seems like he hardly thinks about what is his dream because in a way, he is already living it by being free like the wind, always looking for new adventures.
Tails knows what his dream is from the very start: be strong like Sonic to help him. This is no surprise since ever since his introduction in Sonic 2, this is what Tails strived for by mimicking Sonic.
Knuckles does not seem to want anything for himself since his only concern is the safety of the Master Emerald and to fulfill his duty. In a way, it’s a bit sad that the character who spends his life doing a thankless job does not aspire for more in life. (Rouge really needs to make him go out more and try other things. XD )
Amy’s dream is not stated directly, but rather, it implies wanting for her and Sonic to one day... If I take a guess, it would be to make a family. Funny how the English dub changes this completely by making Amy say that she wants to be like Sonic. I think the JP is more true to her character and kind of reminds me of what Sakura from Street Fighter ultimately wants to make with Ryu.