Not always. Sonic wasn't afraid of water & could swim in Adventures of Sonic the Hedgehog. He'd go even so far as surfing in one episode where he was chilling at the beach. But in the majority of the different sources Sonic is anywhere from uncomfortable around it to purely terrified of water, and can't even dog paddle without a life jacket(Mario&Sonic at the " "Olympics).
*shrugs* i was just talking about recent games and from Sonic X really. I never really went far back as Sonic Adventure since I just played it a few days ago. and I always wanted to play that game...but I never had a Wii