Not bad.
I can't tell exactly why, but the animation seems slightly off. It's not bad, it's pretty good, but it's not perfect. The art is pretty nice as well. The concept isn't entirely original; I know there's a Disney mini-movie called Runaway Brain with the same concept. One other thing I have to point out is that sometimes the subtitles disappear, mostly during the final scene with Knuckles and the reporter. Overall, this is pretty good, definatly worth a watch, and I await the next installment eagerly.
Oh, and to answer Stealth-Boi's question, Shadow doesn't appear, although he probably will appear in later installments.