Hedgehogs may appear sloth-like but they are agile climbers, so it's best to keep them in a glass-walled enclosure. A large aquarium, 20 gallons or more, will keep them at home. The major concern with aquariums is that if placed in sunlight they can get very hot. Make certain the top of the aquarium is covered with a mesh screen and that it's kept away from sunny windows.
The bottom of the tank should be covered with shredded newspaper or pelleted paper, which can be purchased at pet stores. Paper is cheap, absorbent, and easy to dispose of and replace. Avoid pine or cedar shavings since these contain volatile oils that can irritate your animal's respiratory tract, skin and feet. Since hedgehogs are prone to skin problems from contact with feces or urine, clean the feces promptly and change the bedding when it gets damp or soiled.
Room temperatures between 75 and 85 degrees Fahrenheit are the ideal. Lower temperatures may make your animal sluggish or even send him into hibernation. Higher temperatures will put a great deal of stress on the animal and can be lethal. If you keep your hedgehog in an aquarium, make certain to take the temperature inside the aquarium because the temperature in the tank could be different from room temperature.
Like many small mammals, hedgehogs need places to retreat, especially during the day when they sleep. Provide a plastic container with a hole in its side, a wide diameter section of PVC pipe, or a clay or plastic flowerpot into which they can climb or crawl.
Hedgehogs can be trained to use a litter box. Use a small plastic container with low sides and fill it with clay (non-clumping) cat litter. When the hedgehog goes, place the feces into the litter box and soon he'll get the idea to go there.
Hedgehogs like their exercise (although, being nocturnal, it's certain to keep you up) and so you need to provide them with an exercise wheel. Make certain that the wheel is a plastic one, since they tend to get their feet caught in the spokes of metal wheels. Hedgehogs will also play with small plastic balls or tennis balls.
A swimming hole? Why not. Hedgehogs are great swimmers so if they're housed in a large enough aquarium, divide a section with a glass insert and fill it with a few inches of water.