Sonic the hedgehog characters go super when their molicules move at the spee of light to the 14th power (all of the speeds in the 7 chaos emeralds, C14). This incredible speed causes the characters to change to a lighter color.
The next part of the super is the tiny sparkles. Those are dead skin cells that fall off of the character, but their molicules are still moving very fast, but becoming gradually slower.
The final part in the super stages is the shield, from Sonic Adventure 1. This happens when the speed of your bodys' molicules are moving so fast, they move the air around you, making that pure energy and creating a shield, protecting you from harm.