BLUE SPHERES

When you connect Sonic 1 (or Robotnik's Mean Bean Machine) with Sonic and Knuckles, you can play a special stage as either Knuckles or Sonic. You'll get a screen at first with Tails, Sonic, Knuckles, and Robotnik with the words "No Way" a top the screen. If you beat the stage, you will be given a code to unlock another stage. That's all there is to this.