From Sonic Retro
Unlike the other animal friends featured in the 16-bit titles, Micky is unique in remaining unnamed in officially-published sources. The only place the animal is referred to by name is Sonic Mania, where the game internally refers to it as Micky, continuing the traditional naming scheme of names ending in "-cky" shared by the other animal friends in the 16-bit games. It's unknown whether Micky was the animal's original name during production of Sonic the Hedgehog 2, or if this was assigned retrospectively by the Sonic Mania development team in lieu of any other information.
Since Micky is a rodent, it's possible its name was chosen in reference to the famous cartoon character Mickey Mouse.
|Sonic the Hedgehog 2 (16-bit)||Mystic Cave Zone|
|Sonic Mania||Studiopolis Zone|