Is this even true? It might violate a trademark, but I don't think it would violate copyright law unless it was a copy of an existing picture.
For example, if you rent a movie, you can watch it with your family. Nobody is going to sue you for distributing the movie with 5 people in your room. That's pure nonsense. Same with music, books, etc.
If you try to play the movie in an establishment with dozens of people, then it can become a problem, because you're essentially a theater now.
I'm not a lawyer so I don't know what the law is on selling fan art on a convention or even privately commissioned fan artwork. But things aren't as draconian as people assume it is.
So if you draw sonic in your living room you are indeed creating an unauthorised derivative work. And someone can call it an unauthorised derivative work. And the only reaction that should induce is raising an eyebrow and replying “ok?”