Your hedgehog's best defense is passive resistance. So don't be surprised if at first it seems you brought home a grapefruit-sized bristle ball rather than a curious and unique insectivore. Don't worry; with time and patience you will discover just how fun living with your hedgehog can be.
Allow your hedgehog time to get used to his new surroundings before you approach him. After a few days, you can start visiting with him in the evening. Hedgehogs are nervous creatures with poor eyesight, and your pet may click his tongue or hiss a warning at you when you come near. Even if he does curl up in a ball, try picking him up and resting him in your lap while you sit quietly. Wear jeans, or protect your lap with a towel. You may wish for gloves, but try not to wear them if you can. You want your hedgehog to start recognizing your scent.
Uncurled, your hedgehog has a soft and spine-free underbelly. You can pick up a relaxed hedgehog by carefully scooping him up with both hands under his stomach. Generally speaking, hedgehogs do not like to be petted on their quills as you would pat a dog. Never hold a hedgehog such that your fingers could get caught if your pet were startled and suddenly curled up. This could be an extraordinarily painful situation for you!
Ambience may have a lot to do with how receptive and playful your hedgehog is. Try to keep lights low in the room where your hedgehog lives. The temperature should be quite warm – between 70 and 85 degrees Fahrenheit is ideal – and there should be no major disturbances from loud music or a blaring television.
Many domestic hedgehogs suffer from obesity as they age. This may be in large part attributed to inappropriate feeding practices, but it also has to do with low levels of exercise and activity in captivity. To combat health-threatening weight gain, you need to give your hedgehog simple toys to play with and allow him regular exercise outside of the cage.
You're not likely to find many hedgehog-specific toys at your local pet store, but don't despair. Your hedgehog will enjoy playing with cardboard boxes and toilet paper tubes you have sitting around your house right now. Slit the toilet paper tubes down the side so that your pet does not get stuck in it if he tries to squeeze his head or body through it.
Some owners like giving their hedgehogs solid rubber balls, rawhide chew toys, and other semi-indestructible children's toys. Be creative, and have fun watching your hedgehog play to see which toys are the biggest hit. You can also get your hedgehog a large wheel to run in (9-inch to 14-inch diameter, depending on how large your pet is) but be sure to cover up any spaces between the wires on a standard rat wheel. Line a wire wheel with strips of vinyl, duct-tape, or plastic needlepoint mesh to prevent your hedgehog from putting his leg through it while he is running.
You can also let your hedgehog explore outside of his cage. Close him into a room that you've hedgehog-proofed: lift all electrical wires off the floor, check the floorboards for holes, close all windows and doors and block off the spaces behind heavy furniture. Or let him run up and down an empty hallway. Remember to supervise your hedgehog's exercise sessions at all times.