Yes. They're good games, of course. That said, there are about a million spinoffs that you can ignore unless you're already into the series. Play the main series first.
Within the main series, there are basically three "eras" with different gameplay styles. There are the "Classic" games on Genesis, Sonic 1, Sonic CD, Sonic 2, Sonic 3 & Knuckles, and Sonic Mania, which is of course new, but is the first time they really replicated the old games well (even though they've tried before. Some people try Sonic 1 and don't like it, but it's the worst of these games by far. Still good, but the sequels improved immensely. I'd say Sonic 3 & Knuckles and Sonic Mania are the best. CD is kind of weird but in a good way. 2 is much simpler than everything except 1, but it is an excellent more arcade-like game. A lot of people like it best, but I disagree.
There's the "Adventure" era, the Dreamcast/Gamecube era games (plus '06). The ones that aren't original to Dreamcast are way worse, and if you don't like the Dreamcast ones, you probably won't like the others. Sonic Adventure 1 tries to translate the basic movement of Sonic into 3D, and then also tries to be epic, with adventure game elements, like a hub world with missions you must complete between levels, and NPCs that all have their own stories. There are six playable characters with their own gameplay styles, and their stories all cross over, resulting in an interesting non-linear story, which concludes the arc started in Sonic 1. But you haven't played them so you won't give a shit. The level design here is kind of meh. Pretty plain and not much to do aside from get to the end.
Sonic Adventure 2 streamlines everything. No hub worlds, only three gameplay styles instead of six (though Sonic is 1/3 of the game in each), and the level design is vastly improved, along with a ranking system and extra missions that really encourage you to explore and master all the levels, showing how deep they are compared to the previous game. Lots of unlockables to earn for mastering the levels, too. Much better action game, but sacrifices adventure game elements that some people like. But that's not really what most people come to Sonic looking for.
Starting with Unleashed in 2008, they changed styles again and now it's "Modern Sonic." Instead of trying to replicate the momentum-based gameplay from the 2D games, like Adventure to '06 did, now there's a Go Fast Button, which you hold to automatically shoot forward, automatically killing most enemies, attracting rings to you, and even auto-steering so you don't just go off ledges. Filthy casuals love it though, because they think Sonic is just "GOTTA GO FAST."
Most people agree the best "Modern Sonic" game is Generations, which also features "Classic Sonic" levels, which try to play like the old games, in 2D. Modern Sonic also has a lot of 2D sections but they don't play the same. The game is like 3/4 2D. It also has a lot of references to the old games so fanboys like it. Personally, I think it's fairly short on content, and I still don't like the basic Boost gameplay.
Unleashed is the first Modern Sonic game and I think it gets a bad rep, but is actually good. After Sonic '06 was a disaster, they made sure this game had tons of polish and tons of content. I don't like the premise of the Boost gameplay but this game makes the best of it. Everyone hates it anyway because of the fact that Sonic turns into a werewolf which plays as a God of War clone. But I don't think it's substantially worse than boost gameplay anyway so I don't give a fuck. Graphics and music and everything else are really nice in this game. But the gameplay is still meh Modern Sonic.
A lot of Nintenyearolds like Colors because it's on Nintendo and it's the first Modern Sonic without the Werehog. I think it's shit. Mostly 2D but doesn't play even close to the "Classic" games, the 3D sections are even more automated than the rest of the Modern Sonic games, and again the game is too short.
Nobody likes Lost World or Forces. Or at least nobody says they're their favorite Modern Sonic games.
If you try some from one era and don't like them, you might like some games from one of the other eras. Give each era a try. Focus on the games I say people like above. Don't bother with things like Shadow or Lost World unless you really like the era they're from already.