Continue refers to the video game feature originating from arcade games where, if a player loses all their lives and gets a Game Over, they are given another chance to continue playing the game from where they left off without starting over from the beginning. Many Sonic the Hedgehog games feature a continue option displayed before or after the player receives a Game Over, though in earlier titles, the player has to earn a Continue by various means, such as collecting Rings or special items in the Special Stage.
If the player has earned at least one Continue, they have 10 seconds to decide whether they want to use it or to quit the game. Once a Continue is used, the player is given a fresh stock of three lives, their score is reset to zero, and they start again from the beginning of the Act they lost their last life on (or at the last Star Post they reached in the case of Sonic 3 & Knuckles). In other games like Dr. Robotnik's Mean Bean Machine, Tails' Skypatrol and most games since Sonic Adventure, the player has infinite Continues, allowing them to retry a level as many times as they wish. This is usually because the presence of a save feature makes limited Continues redundant as the player can simply reload their game.
Collecting at least 50 rings in a Special Stage will earn the player a Continue.
Scoring at least 10,000 points from bonuses at the end of a standard Act will earn the player a Continue. The player can also play sounds 01, 01, 02 and 04 in the Options menu to earn 14 Continues, but Oil Ocean Zone music will play non-stop due to a bug.
Collecting one of the six Chaos Emeralds will earn the player a Continue. Additionally, the player can also earn a Continue if the Signpost at the end of an Act shows Tails, or by breaking the monitor hidden behind the foreground at the end of Crystal Egg Zone Act 2.
Tails starts with three Continues, but Sonic doesn't start with any. A Continue is earned every 50,000 points, but the player can also get Continues if the Signpost shows Tails while playing as Sonic, or Sonic while playing as Tails.
Collecting at least 50 rings in a Special Stage will earn the player a Continue. A Continue can also be earned by collecting at least 50 rings (or by collecting one ring when having 50 or more rings upon entry) in the Slot Machine Bonus Stage.
The player starts with one Continue regardless of character choice, and will earn another one every 50,000 points. The player will also earn a Continue if the Signpost at the end of an Act shows Knuckles.
Collecting 10 floating icons called Sonic Medals will earn the player a Continue. They are usually located above springs, and some cannot be reached unless Sonic has enough Flickies following him.
In each of the Special Stages, there is a flower. Collecting it will earn the player a Continue.
In each of the Special Stages, there is a floating Chao. If the player rescues it, they will earn a Continue. Collecting them is often no easy task, as they are placed in treacherous positions such as being among a set of bombs.
Scoring at least 10,000 points at the end of a Special Stage will earn the player a Continue, but only if they are playing in "No Save" mode. This is best achieved by collecting a huge amount of rings prior to catching the UFO, or by receiving a high enough Mach Bonus by collecting blue spheres.