Sonic was going to Leaf Forest, until he saw Eggman kidnapping a female Rabbit and her Chao. Sonic rescues the Rabbit, whose name is Cream the Rabbit and her chao, called Cheese. Sonic then set off to find Eggman once again.
In comparison to its predecessor, Sonic Advance 2 is significantly faster-paced, and boasts larger level designs, an increased challenge and superior control over the playable characters. Rails are also easier to jump on compared to the first game. There are seven zones, each containing two acts and a boss battle, and there is a final zone at the end of the game that consists purely of boss fights. Obtaining all of the Chaos Emeralds unlocks the Extra Zone.
Source: Wikipedia, "Sonic Advance 2", available under the CC-BY-SA License.