I think the head doesn't look right because of its porpotion to the body. I notice that your character has a pretty skinny body, and yet a huge head. While Sonic does have a pretty big head, his body was also a bit...thicker. I also think the spines on his head are too thick, especially the bottom 2 comparing to the top one. The same applies to the tail imo. I also think the head looks odd because only one spine is pointing sharply upward, and the others mostly just out. Personally, I think a more Super Sonic style head would fit better than shadow's (Old Super Sonic). Also, the blue on his shoes looks too flashy for me. I think it might be the saturation, but I'm not sure. The muzzle color should be gray, already been mentioned, but I think it needs to be gray because the patch on his body is gray and so is the tip of his tail, not just that he is a wolf.
I think he does look like a wolf, actually.