Well earlier today I was finally instructed in how to create a custom character.
I can already tell where you got the models from, most likely Modeler's resource. Unfortunately, There are only two Classic Sonics & Two classic Tails available publicly. The first two are custom, & high poly. The second, Sonic Generations, even more faces.
Then SSBB models are out of the question, they are just too complex for Mario Kart Wii.
The character I'm making has only 740 faces, so I'm good. I was planning on writing a tutorial later on too, as the only ones existing do not get into specific error solving or basic things for starters.