— Sonic the Hedgehog (@sonic_hedgehog) May 25, 2018
However, Sonic's official YouTube account uploaded this video in March teasing a "top secret" title. The video implies a new Sonic Racing game is on the way. While it could be the upcoming new Sonic game referenced in the tweet, nothing has been confirmed despite hints from Sega. E3 is only a few weeks away so there is a good chance that we will see whatever this tweet is referring to at the convention.
Sonic Mania Adventures Part 3 is not a game but part of an ongoing animated video series in the Sonic Mania universe. Part one and part two came out on March 30th and April 30th respectively, so there's a chance that the upcoming part three will be released on May 30th.
The joke from the tweet is a reference to the new European Union law, known as General Data Protection Regulation, that went into effect today. The GDPR mandates that corporations must explicitly ask for your permission before they can collect your data, answer your questions if you ask what the data is being used for, and give you the ability to permanently delete that data. Companies also now have 72 hours to notify users of data breaches.