Hmmm, it's still difficult to tell without a replay, but I can give you a few general tips. With Sonic players, make heavy use of Shiek's needles, and your shield. Sonic is a character the relies on being difficult to catch, so the only option many players have is to let Sonic approach them. Shiek's needles are a useful tool, since it can stop Sonic in his tracks when he's heading at you straight on. You don't need many needles, just enough to hit him. Once he's hit, you can get in there and attack.

Your shield is useful for getting him to approach you. His homing attack, in particular, leaves him very open to punishing. If you notice Sonic spinning in place in the air: shield, let him hit you, and take the opportunity to punish out of shield. Shiek's neutral air is useful for this, because it has decent damage and knockback for how quickly it comes out.

I suppose my final tip is to follow his patterns. I can only give you vague tips that may or may not work because I haven't seen your match. That's why you need to notice how he generally approaches, and find a way to beat that. If he's shielding then grabbing every time you approach him, mix it up and grab him, pummel him a bit, then throw him into a short combo. If he's constantly waiting for you to approach, use your needles and bouncing fish to get him to approach. If he's being offensive, take advantage of that and find ways to punish his likely fast attacks. The point is that you need to pay attention, and if you can't put your master plans into action, then you need to put more practice into the fundamentals (actually landing your hits, air dodging, power shielding, short hopping etc.).

I can help you more if you want, but I'll need a video of your matches with your friend in order to do so. Otherwise, you may want to try watching some higher level matches to improve.