Please do a lot of research to make sure that a hedgehog is the pet for you. I would also recommend getting your hedgehog from a breeder rather than a petstore.
You might want to check out this forum for care information and stories.
http://hedgehogcentral.com/forum/index.php?act=idx
At the top of the page they have a list of breeders in each state which are recommended by people that have dealt with them.
We have had 4 hedgehogs in the past and I know pretty much about them, so if you have any specific questions I'd be happy to help.
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I have been sent a Valentine
~Annie~ B.B.- cat, Toffee-ferret and RIP hedgehogs, Prickles, Pepper, Coconut and Nutmeg