Well, might as well throw myself into the ring!
Q: What's up with the Space Bar?
A: I have no idea, my guess is that the robots built the bar or Robotnik made the bots and bar the way they are as a sort of "vacation" spot and to interact with something as a secondary purpose for the shuttle, as Robotnik is obsessed with turning everything into machines even someone like him needs to socialize in order to maintain his sanity. That or they are all failed AI tested robots that were sent to work at the shuttle and one thing lead to another. Why would Robotnik want to make more Advanced AI can have many answers alone.
Q: Sonic's Origin and details on how he works with magic.
A: A number of things could have happened, the easiest answer would be it's like in the Archie Comic, he was born with Super Speed and parents are missing similar to the comic. My guess is that in SatAM, Sonic was either born fast or there was an incident with a Power Ring (or Ring Generator) and Sonic ended up fast. I could also say that one of his parent's was super fast and died during the war, it could be possible only if Robotnik wasn't involved in that parent's murder though as then he would have experience taking someone who has speed out, if that was the case he shouldn't have had a problem with Sonic. As for how Sonic uses Magic (mainly the rings) could be that Sonic is just naturally gifted, or maybe one of his parents was a mage, which could be possible too.
Q: What is the price of magic? What types are there? How do characters understand it?
A: In SatAM I'm not sure, perhaps the possibility of becoming corrupted by using too much magic? An extended lifespan that let's you see everyone around you die? It could be a number of things, like an altered state of mind or something. The types of Magic however is a little tricky, from what we've seen in the show itself we have Ring Magic (Rings and Power Stones), "Ixis" Magic (and/or Void Magic), and Time Magic (I call it Kronos Magic). Not sure if I'm missing any other types as I haven't really watched the show in awhile. Perhaps we would have been introduced the Chaos Magic later on if the show continued, and some of you know how I think THAT works. As for how characters understand it, it must vary for everyone I guess. Sonic and Naugus (among a few others I forget) seem to have this natural understanding and can tap into it through pure will. How that is possible however was never explained, but I think I can conjure up a theory that I can share at a later date.
Q: Does Sonic have the guts or not?
A: Man this is a tough question here...maybe, if he was pushed hard enough. It is understandable in all the medias why they don't kill them, they want to do it the right way they were taught as kids to abide by. It may end up with much more suffering (see the Archie Comic) but that's what a good guy does. It's the same question why Batman doesn't kill the Joker, honestly THERE IS NO RIGHT ANSWER FOR IT, it's as simple as that because every counterargument can be countered and so on and so forth.
Seriously, HOW THE HELL did nobody know that Robotnik was evil!? I mean just look at those red, glowing, hellish eyes, oh yeah I can completely trust that guy with my life! *sarcasm*