Remember when I said study the animation? That is more than making a single quill animated. As seen in the example above, more than one quill moves for Sonic. Not just the quills as well but also his ears. Also, be sure to order the frames correctly. The animation you have looks really bad. I rearranged the frames and made it look better.
If I start at 1, the frames should be 1 - 3 - 4 - 2.
If I start at 1, the frames should be 1 - 3 - 4 - 2.