Is it her, like our beloved Lara :)?

Choices, choices...
Is it Sonic the Hedgehog?

Yep! The second game, but since the first one also starts in a jungle (right?) you got it! :)
No, because she isn't a hedgehog. But otherwise a good guess! Welcome to the game, I haven't seen you around. I hope you stick for more rounds.

This is a somewhat recent addition to my library so I haven't played it much but something's telling me I'll fix that this weekend.

You are probably the last chance of the Empire to end this war and reinstall peace so try not to fail. Don't worry, you won't be fighting alone, a wise mage, a skillful tinkerer, a witty nobleman and some others will stand by your side. In fact, you can choose to sit back and let others do the fighting (well, most of the time), but that's not so much fun.

Is it a RPG?
Avernum?

Ha ha had to see what a Hedgehog is beforehand :D

Not Avernum.
The game has RPG elements, but also Strategy and Action ones.

*humming to myself* "Dear Ophelia, I love you dear, I'm sorry that I haven't been here..."

Jade Empire?

No.

*musing idly* I wonder what happens if lizards lose their tails. Do they grow new ones?

Yeah, they do.

Wizardry?

No.

*to myself* How many wives can a ruler have? One, two, three... nah, still less than Henry VIII.

//By the way, all the post-answer rant is kind of relevant to the game in question. :-)

(I know, I was just joking with my answer :))

One more hint: the game has dragons. And princessess. But not Mario, no.

There is a distinct protagonist that you control, yes, but you also command some troops. After all, you have an Empire to save.

One more thing, semi-relevant, mostly brought up by nostalgia. There was an old animated film "Flight of Dragons" in which humanity chose to follow the path of technology and gradually lost connection to magic. Well, in this case the situation is somewhat reversed: the technology is well-developed (not to the level of our world, but still, they have zeppelins, tanks, mechanical soldiers and stuff) but other games set in the same universe at later times show little to no trace of that technology and quite a lot of magic. There is an explanation to why it is so in the beginning of this game.