To unlock the Sega version of Sonic the Hedgehog, purchase the sega controller from the shop located to the left of Green Hill Zone. After that, take the controller to the Sega Console located in the top left area of Green Hill Zone.
In the Collection room, position Sonic to the right of the Movie Chair to the left of the Art painting. Now hold SELECT to enter a trap hole that takes you to the Statue Room. Unlock the following statues by entering the corresponding passwords:
After you unlock the original Sonic the Hedgehog, load the game. When Sonic appears on the title screen, hit the following buttons in order: UP, DOWN, LEFT, RIGHT, X. A menu will pop up with all acts selectable.