Sonja is a Yellow Comet CO who relies on limiting opponent's information to force bad match ups, but is unfortunately cursed with bad Luck.
To play as Sonja, Fog of War is a necessity as she is heavily underpowered without its presence.
Take advantage of that +1 vision and be aware that when you can see the enemy they may not be able to see you. High vision units such as recons gain tremendously from the boost so make sure you have them available at key points of conflict (and so they're prepared for the powers). Lesser vision units like tanks also benefit greatly as they function similarly to an enemy's recon units vision wise, just with lots more power. Low vision units don't benefit overly well, but it's noteworthy to mention that artilley units are able to function somewhat independently as their vision of 2 overlaps with the lower boundary of their attack range.
The extra counterattack damage is making the best of a bad situation (if you're counterattacking it's because someone has got first strike on you) and in some unit matchups could make the opponent re-consider attacking if you have the terrain advantage. Don't base your strategy around this ability - it's a nice extra that punishes the opponent's actions.
Hidden HP can sometimes be invaluable, other times useless. Consider what your enemy can see, if you only have one rocket in your army it doesn't take much to work out what HP it has if it was attacked last turn. Captures also give away how much HP your infantry have, so keep that in mind. To best capitalise on this skill make sure you have multiple of the same unit knocking about and continually swap your units around. Infantry and tanks benefit mostly here - the former due to the fact the majority of your army should consist of them, This ability largely depends on your opponent's intelligence too, whether or not they can remember and work out what unit is what.
Always anticipate bad luck, assume you'll get unlucky rather than hoping you get lucky. Not much else to say on that other than it can cripple an attack strategy if you don't account for it.
Sonja's COP is excellent depending on the map. Peering into enemy woods is invaluable intel not only for attacking but future planning. Indirects come into their own here as cleverly placed artillery and rockets can rain down the hurt, though directs can also benefit, just not as much as they can be left open. Remember you don't gain any significant boost in power so use this power to gain as much information as possible. Send that recon straight into the enemy base to see exactly what they have, 4000G is a small price to pay for that privilege. Another thing to note, similar to the D2D is that artillery units are 100% functional on their own, their vision range is entirely covered by their attack range, plan ahead the turn previous to send off a lone artillery into a useful position.
The SCOP can be brutal, though the abilities are a bit of a miss match. The extra vision benefits indirects more, though the first strike ability is totally useless for them, where the reverse is true for directs. This is Sonja's main problem, her abilities benefit different unit types so your powers won't always help your whole army. That said, the first strike ability can allow you to push forwards and gain some ground. You know exactly what the enemy has and their ranges because of that recon you've driven right into their base, so you can move your tanks in knowing they're out of range of any indirects.
Where Sonja's concerned however I can't stress how important it is to USE THE COP when it would benefit you. If you don't have many direct units, or even many direct units in range of the enemy, the SCOP is worthless so stick with Enhanced Vision if you need to, and keep that extra charge for another power
Sonja's a fun CO to use, she has no extra firepower outside of the standard COP boosts so winning all comes down to your strategy. Her abilities allow you to play mind games with the enemy and play different to what you would other COs. Just make sure Fog is active!