To find Cream the Rabbit, solve the bridge puzzle at Green Hill Zone. After locating her, volunteer to help her solve her problem. She wants to find Cheese the Chao, and you will help her do so. After you have Knuckles, climb the yellow building to the east of her location and go through the door at the top. You’ll find Cheese the Chao within. Once these two are reunited, both will join your party.