It seems that when I play, I can hear a humming sound, as if the sounds of the instruments linger in background. I wounder if this has to do with pedal. It is more noticeable when I play pianos.

Hi. We need way more information than that. 
Which version of SONAR? Which Audio Interface, latency, driver mode?
Which Instrument(s)? How many? Both audio and MIDI tracks in project?
Does it happen in every project?
Do you use a MIDI controller? How is it connected? Do you have a pedal connected to it?
All the best.

In fact, we are not even sure this poster is using SONAR at all when he says he is playing. If this happens when you are playing a physical piano, I would look for something in the area that is vibrating in sympathy with the notes played. 

I sometimes hum when I play too.