Sonic fell to the dimension of Dragon Ball thanks to a dimensional Ray created by the remnants of the phantom ruby thanks to Eggman. Before that, Goku was in one of those training sections with Uub, where they immediately sense the opening portal with eight different ki signatures, one falling straight down and the other ones dispersing in the continent. 

Goku deduces that the seven energy sources that dispersed were similar but higher in power than the singular one; however, to their surprise, they sensed that weak link basically instantly appearing to each of 7 energy sources, almost like an instant recollection of them. Being nervous, Uub asks what to do; Goku takes this opportunity to be himself and tricks Uub into going to Piccolo to see if he knows anything while he checks it out himself and sees if it's a friend or foe.

When Uub nods and leaves, Goku uses instant transmission to teleport to Sonic, where he sees the blue hedgehog basically lost and confused, they have a talk, and Goku basically gets excited and asks to do a simple sparing section; Sonic refuses and decides to walk away, but Goku basically convinces the blur to have a friendly spar, in which sonic reluctantly agrees with an arrogant confidence saying he'll end it in a flash.

Throughout the comic series, it's just this spar turning slowly but surely into a fun ego battle of who one up who but keeping those friendly terms, until now, how will it end? I guess we'll have to see 👀