Knuckles first appears as Sonic's rival in Sonic The Hedgehog 3 for Genesis. After the game, he becomes one of Sonic's many allies.
He later joined Sonic in their own self-titled game.
I also played a bit of Knuckles Chaotix for Sega 32X. It was terrible.
Knuckles started to suck once the games hit 3D. He was decent in the first Sonic Adventure for example.
But in Sonic Adventure 2, his levels were utter junk. You just flew around looking for 3 hidden emeralds while the annoying theme music ran.