After using Sonic's VPN service for a few weeks now, I was hoping it did what it was intended for... to mask my IP address... but had no real way to confirm it was working.
On the most basic ways to check is to hit Google with the query "what is my ip"
to compare your IP before and after connecting to the VPN.
If you want a more thorough check, I'd suggest trying these two links: BrowserLeaks IP Test
and also checking to make sure you're not vulnerable to the WebRTC Leak
Aside from that, always be aware that sites can track or correlate your true IP and VPN IP by means of cookies. If you get tagged on a site with a cookie from your real IP and then go back later from the VPN, the cookie will tie you to both addresses.
Depending on your needs, using the Tor Browser
while connected to the VPN will provide a greater level of privacy as Tor browser doesn't keep any state each time you use it.
I hope those references help. Thanks for using our VPN and being a valued Sonic member!