One hedgehog, one flat and escape-proof enclosure
An African pygmy hedgehog lives alone and travels on foot, so its first home should be a large, single-level enclosure with solid sides, a secure lid or high smooth walls, and no ramps, levels, or barred floors to trap small feet. Hedgehogs are determined climbers for their shape and poor at getting down, so height adds risk here and nothing else. Solid sides also hold warmth, which matters more for this species than for any other animal in a typical small-pet room.
Choose a spot in a quiet room with a natural light cycle but no direct sun on the enclosure, away from daytime television and household traffic. A hedgehog's day is deep sleep, and repeated daytime disturbance produces a defensive, balled animal at night rather than a relaxed explorer. Plan your own routine around dusk, when the enclosure comes alive.
Warmth is equipment, not a preference
The feature that defines a hedgehog setup is heat. This species needs its whole enclosure held steadily in the mid-seventies Fahrenheit, day and night, checked with a thermometer at bedding level rather than guessed from the room thermostat. A ceramic heat emitter on a thermostat, positioned to warm the enclosure evenly without a hot spot, is the usual way to hold that range in a cool house. Uneven heating, with one hot corner and one cold corner, does not solve the problem, because a hedgehog sleeps where it feels hidden, not where it is warmest.
Treat a cold hedgehog seriously and promptly. A hedgehog that feels cold to the touch, wobbles, or will not uncurl may be attempting hibernation, which African pygmy hedgehogs are not built to survive, and that animal needs gentle warming and a veterinarian's advice the same day rather than waiting to see.
Fleece, a solid wheel, and a sleeping bag
Line the floor with fleece liners or plain paper bedding, avoiding loose threads that can wind around a hedgehog's thin legs. Provide a fleece sleeping bag or an enclosed hide at the warm end; most hedgehogs drag bedding into a chosen hide and sleep buried, emerging only when the room darkens. Add a wide, solid-surface running wheel, because a hedgehog covers long distances overnight and a barred or mesh wheel catches toes and nails. Expect the wheel to need washing most mornings and place it away from the food corner for that reason.
Set a shallow litter tray of plain paper litter under or near the wheel, where most droppings happen, with heavy, low ceramic dishes for water and staple food at the opposite end. A meat-based, high-protein staple forms the base diet, with a few suitable insects offered as interest rather than as the meal itself.
Night routine and records worth keeping from day one
Handle the new hedgehog in the evening, briefly at first, scooping from underneath with both hands and letting it uncurl onto a lap at its own pace. Quills laid flat mean a hedgehog that is coping; a tight ball with hissing means leave the session there and try again tomorrow.
Because warmth, weight, appetite, and wheel activity are this species' early warning signs, keep a small running record from the first week: temperatures checked, food eaten, and any night the wheel stayed silent. That record, with vet details and food notes, travels best in KinsLe Pet Passport, which holds this hedgehog's packet together in one place for check-ups and boarding handoffs.