In the end of the subspace emissary, you fight an end boss, Tabuu. To beat him, use the fast and powerful characters (Link, C.Falcon, Samus, Snake, Marth) and only use Sonic if you have previous experience using him. When Tabuu attacks, it's usually near impossible to dodge, so just get ready to recover or counterattack or something like that. Samus' third jump works nicely against Tabuu! Other than that, just use strong midair attacks to kill Tabuu.