In the Flying Battery Zone Act 1, there's an object known as "The Flying Battery" which can only be seen by taking a certain path. It's simply an obstacle that can be pushed and only appears once in the game.
When you arrive at the Sky Sanctuary Zone, Knuckles will jump over a big gap and create a bridge for you, allowing you to move on. He then sits down, exhausted, having you run after Dr. Robotnik without him. But if you instead turn to Knuckles and press down, having Sonic (or Tails) duck, Knuckles will see this as a bow, as if you're thanking him, and he will proceed to wave you off, as if he's saying "just go!".