No one knows much about Nazo. Only the SEGA creators do. He's a mysterious white hedgehog whose name means 'mystery' or 'puzzle' in Japanese. If you've seen the Sonic X official trailer, you'll see him having a minor part in there. No one really knows why he's in the trailer because he doesn't appear in any of the Sonic X episodes. No one knows if he's a hedgehog either. Chakra X from Newgrounds.com and deviantART made a movie of three parts called Nazo Unleashed. It's a really good movie.