Sonic the Hedgehog and Blaze the Cat cannot transform into Super Sonic and Burning Blaze until they reach the game's Last Story level. The Last Story level can only be accessed when Sonic has collected all of the Chaos Emeralds and Blaze has collected all of the Sol Emeralds.
As the game progresses, Sonic retrieves Chaos Emeralds when he defeats bosses in combat, and Blaze does the same with Sol Emeralds with the bosses that she defeats. There are seven of each.
When all seven of each emerald type have been collected, the Last Story level, called Exception, becomes accessible from the character select screen.
Upon entering this true final level, players see a cutscene in which Eggman and Eggman Nega explain the significance and power of the combined sets of emeralds. Sonic and Blaze then automatically use the power of the emeralds to change into Super Sonic and Burning Blaze for the final battle. Super Sonic must first fight Eggman and his Egg Salamander. Once he is defeated, players take control of Burning Blaze to fight Eggman Nega and his Egg Salamander Nega. The battle then takes several turns, shifting between the two heroes. The game's true ending is revealed after the battle is completed.