This article refers to the error handler within the first generation of Pokémon games used to refer to the player's Rival if he was not already named. For the company, Sony, see Wikipedia's respective article - Sony.
The dialogue string SONY is a factory default and error handler used in the English versions of Pokémon Red, Pokémon Blue and Pokémon Yellow. It used as an exception for when the game attempts to manage a save file, but information about the name of the player's Rival is undefined. If the Rival has not been named, the game will use the term "SONY" instead when attempting to display the name of the Rival. The name is presumably based on the company SONY, who were often considered as one of Nintendo's main rivals at that time, as supported by the fact that the default string used to refer to the player is also (perhaps as part of an in game joke) 'NINTEN'.