1.Why did G.U.N and other people think that was sonic on tv when he wasn't black? 2.How did sonic got capture in the first scene in the hero story?
1) It was night, so they either didn't notice or figured Sonic was attempting to disguise himself--I doubt there are many super fast hedgehogs around.
2) As it says in SA2 right before City Escape:

"I'm Sonic! Sonic the Hedgehog! Some military troops suddenly showed up saying they were looking for me. Looks like they might be taking me for a ride somewhere! Hey! What's this? Handcuffs? Wait a minute! What are you talking about? I'm not a deserter from any military facility! I thought it may be some kind of joke, but this isn't funny! I gotta get out of here!"

--True Red