I'm not sure how I feel about the suggestion that if there are no free ways to make a Sonic fangame, to just pirate the game-making software. As a kid I definitely had a huge fear of pirating things because how was I supposed to explain how I obtained the software to my parents? Open Surge is a thing as a commenter pointed out but I'm not sure how promising it is; the projects created with it (and its previous incarnation as Open Sonic) that are on its forums aren't exactly well-known.
(addendum to the previous) It's kind of bad to suggest that fangaming communities "should" move to FOSS software (eg. Godot) now that those exist, right? I've contacted two Mario engine authors and one Sonic who all used Game Maker and had no interest in migrating. It seems like there's a lot of inertia/head start/vendor lock-in with the pre-existing paid software, and I'm not really sure how that can be "solved" aside from just waiting around and hoping someone makes the leap.
(This is a very old ask I meant to answer a long time ago and it got buried)
I mean, it's all really just up to whatever your standards are. But I also know the reality of what it's like to be under the age of, say, 22, and have absolutely no money for anything ever (I still don't have money for anything!) I grew up in an era where if you wanted Photoshop, you pirated it. Otherwise it was $400+
In high school, when they tried to get me to take vocational classes, the teacher there even encouraged soft piracy. They had a school license for all their important software (Maya, Photoshop, Premiere, etc.) and she actively suggested that if students wanted to "work on their projects at home" then they were free to burn a copy of the software, write down the registration keys, and install it there. She had a machine hooked up where all it did was burn CDs. Like a disc printer. Could burn up to eight CDs simultaneously. You could grab that class's entire software library the first day you walked in the door if you wanted.
Was that outside of, say, Adobe's Terms of Service? Almost definitely. But if you want to learn professional tools and you can't pay professional prices, you gotta do what you gotta do.
And that even extends to modern times, where a subscription to something like Adobe Cloud might seem like a better deal than paying $300-$600 for Photoshop CS2, but there's still all kinds of weird caveats and fine print where Adobe will get its hooks into you and bleed you as dry as humanly possible with some of the most hostile rules and regulations they can legally get away with.
If you're serious about this stuff, it's what you do. There's no "right way" because the right way is for people much bigger and richer than you or I. Make do, or don't do it.
Free creation tools like Davinci Resolve, Toon Boom, Unity, Godot, etc. are all recent developments, too. Blender's been around for ages but only recently did Blender become usable by actual humans (they've been making major strides to improve the UI, as I understand it).
It's not bad to expect fangame developers to move over to free tools, but you have to understand the sunk cost. If someone like Gatete has been working on a Mario framework in Game Maker for the last six years, asking them to start over from scratch in Godot is a lot of work. It's a lot of learning and porting and refactoring. I don't blame fangame developers who dig in their heels. They aren't being paid to do this.
They seized life and learned what they wanted to learn, either by piracy or some other way, and now they're comfortable, they're happy, and they know what they're doing. And that's okay, too.
This is all just the realities of these communities. Nobody is going to hand you anything. If you want to make a game, or a video, or whatever, just make it work. Don't wait for the stars to align, because they never will. Just do it by any means necessary.
I can guarantee you will never regret it and you can always do it "the right way" once you've established yourself. That's what most pros have done nowadays anyway!
