Sonny is an extremely interesting and deep character in the short story "Sonny's Blues". The best way to understand Sonny's character in this story is to analyze it against that of his brother, the narrator. Throughout this story, these two characters work as perfect character foils for each other.
Sonny has led a life battling heroin addiction and living a life of "a dreamer". His brother, the narrator, is the opposite. He was cautious and careful. He never took chances. Sonny wants to do what will make him happy. This is shown in the conversation that he has with his brother about playing music. The narrator tells Sonny that "people can't always do exactly what they want to do" and Sonny responds, "No, I don't know that . . . I think people ought to do what they want to do, what else are they alive for?" This shows Sonny's desire to be happy and live for his dream. His brother is too practical for this.