He is right. Just create a vector from your position to the origin to simulate gravity. When you simply want to move around a perfect sphere, you just can use fixed vector math without caring of collision detection, etc.
One problem which you can encounter is the so called gimbal lock (see
http://www.anticz.com/eularqua.htm). It will happen when you pass the equator from the north to the south pole. You can solve this with quaternions (http://www.gamedev.net/reference/articles/article1095.asp) when you are moving in 3D Space.
"As rotations in the Euler representation are done with respect to the global axis, a rotation in one axis could 'override' a rotation in another, making you lose a degree of freedom. This is gimbal lock. Say, if the rotation in the Y axis rotates a vector (parallel to the x axis) so that the vector is parallel to the z axis. Then, any rotations in the z axis would have no effect on the vector."
That sonic thing was a pure (but good) software emulation, so it was just a repetitive pattern they used.