There are a few possibilities for what you're trying to do:
* You might be thinking of a different Sonic game: There have been several Sonic games released on PlayStation consoles. Please specify which Sonic game you're trying to play on PS3.
* You're playing a different version: Sonic games often have multiple versions, like a "Game of the Year" edition. Check the game's title screen to see if you're playing the correct version.
* You're looking for a specific game mode: If you're trying to start a new game in a specific mode (like story mode or a different difficulty), look for the options menu within the game.
Please provide me with more information about the specific Sonic game you're playing, and I can help you find how to start a new game.