Sonic CD by SEGA - Universal

[cabdog]

Being new to this series etc., I am a little lost as far as strategy in this game.

I read the instructions. Is the best strategy to aim for the goal and reach it ASAP please? Should I explore every nook and crany of each level? How do you beat the bosses (reached my first boss on level3.)

There are tons of paths etc., and I am getting overwhelmed with them (which is exciting!) looks like you could spend quite some time on each level, and not caring about my score, I'm just wondering if I should always continue 'right' to experince the uniqueness of each level as I may find myself getting bored going through very inch of each level.

Any advice much appreciated!
Thanks in advance!