Handling and Bonding
Hedgehogs should be handled daily to keep them well socialized and aid in the bonding process. This is necessary for them to bond with their "person". It can take a lot of time and patience to establish a relationship with your hedgehog, but once that bond is formed, it is very strong. At least 30-60 minutes should be spent with "hands on" interaction, and an additional several hours can be spent "hands off", with the hedgehog sleeping in your lap or being carried around in a carry bag. Some hedgehogs will be more interested in cuddling and some will be more interested in exploring. Both of these things count as handling. It's just as beneficial to the bonding process to have your hedgehog sleeping in your lap, as it is to have them crawling all over you.
Because hedgehogs are covered in thousands of sharp quills, there is no way to avoid getting pricked and poked. A small blanket or piece of fleece can be used to pick up a hedgehog that's curled into a ball. Gloves should not be used for picking up or handling them, because gloves will smother the natural scent of you and they will not be able to get used to the feeling of your hands. Baby hedgehogs are especially prickly because their quills are new, but in adults that are handled daily, the quills become slightly blunted. Your hands also get used to the feeling, and as your hedgehog settles in and gets to know you, they will be less likely to have their quills raised.
A hedgehog's underside (stomach) area is soft, with no quills. When they aren't curled into a ball, the best way to pick them up is to bring your hands in from either side (palms faced up, fingertips pointed together) in a "scooping" motion underneath the hedgehog's stomach. Keep your fingers flat - do not curl them in toward the stomach, or you risk getting them caught against the quills if the hedgehog balls up. Once you're more comfortable and confident, you can pick up your hedgehog from above by stroking your hand slightly back along the quills, so they're flat against your palm, and then lifting with your fingers gripping from either side.
For a first time owner, the instinct when handling a new hedgehog is to be very tentative, holding it with hands flat and slightly away from the body. This isn't the best approach to handling a hedgehog, so you should be mindful of it and try to change your approach if you catch yourself doing that. Your hedgehog will be more relaxed if it's held in close to your body. Hedgehogs also are very perceptive - if you're nervous or cautious when you handle them, their demeanor will be similar. Confident handling is absolutely the most important part of developing a good relationship with your hedgehog. Even small things can make a big difference, like the position of your hands and the certainty of your grip. Once you get some practice, you should be able to put your hedgehog into different positions and handle them in different ways, including playing with the feet and ears, turning them on their back, and so on. "Manhandling" as part of the day to day interaction teaches your hedgehog that you're in control and confident, and they will trust you that much more.
Especially in the first few weeks, while they're getting used to new people and a new environment, hedgehogs will be cautious and show some defensive instincts, like lowering the forehead ("visor") quills, huffing, or possibly curling into a ball. With continuous handling, these will lessen over time, although some hedgehogs will always have those behaviors to a small extent, just as an innate part of being a prey species. The most important thing when your hedgehog displays defensive behaviors is to ignore it, and continue handling regardless. If you take your hedgehog out for handling, commit to at least 30 minutes, regardless of how "grumpy" they might be at that moment. A hedgehog that is returned to its cage or left alone in response to huffing will simply view it as a "reward" and continue the behavior, but a hedgehog that gets no reaction when it huffs will gradually do it less. Be mindful during any kind of interaction that you don't want to give your hedgehog the impression that you're intimidated (even if you are).
In general, hedgehogs will be most receptive to spending time with their "person" if consideration is given to the time of the day. Because hedgehogs are awake during the night and sleep during the day, the evening is often a good choice. A hedgehog woken up in the early afternoon is likely to be grumpy or just want to sleep, whereas a hedgehog woken up in the evening, close to when they would naturally wake up, is more likely to want to play or explore. However, it can also be very beneficial to the process of bonding and socializing to take a hedgehog out during the day, as long as they are given the option to sleep and not forced to be awake. Sleeping bags ("hedgie bags") are great for this.
You do not have to wait for your hedgehog to wake up on their own before taking them out. Most hedgehogs are very adaptive, and as long as the basic cycle remains "nocturnal", they can make minor adjustments according to your schedule. A hedgehog will wake up on its own anywhere from the early evening to midnight or later, and this is triggered just as much by light as by an internal clock. You can use a light schedule to encourage them to wake up earlier in the evening, if that's what works best and allows you to maximize handling time.
Hedgehogs can also be taken out of the house in carry bags, which exposes them to different stimuli than they would normally encounter at home. Depending on the personality of the hedgehog, they may do better with short trips or may be fine with longer ones. If an outing lasts more than several hours, they should be offered water at some point during it, but food is not necessary unless the outing interferes with their normal "awake time" during the night. Hedgehogs that are regularly taken on outings tend to be more receptive to new people, new experiences, and any changes that might be made to their home (cage, etc) or routine. Using a carry bag around the house is great for hands-off bonding as well.