Before buying an african pygmy hedgehog there are a few things you need to consider.
Firstly, do you have the time to look after your pet? Hedgehogs are soliatry creatures, they live alone and do not always want human contact. However your hedgehog will know that you are his mum or dad, they have a very keen sense of smell and will sniff you out across a room. You need to take time to bond with your pet and get him or her relaxed and comfortable around you.
Recently there have been pygmy hedgehogs on the TV and may well be an instant rush to go out and buy one. This is not the answer. you need to do your research, its not the type of thing to rush into lightly. It needs to be a well thought out decision.
Second, do you have the space to keep one? It will need a cage - An indoor rabbit/guinea pig cage works best. Try Ferplast or Nero.
Third, It will need to be kept warm, around 70'F, normal central heating is usually ok if its on all the time, however if your heating goes off at night you will need some other form of heating. I have a fan heater set to come on if the room drops below 70'C. I originally had a thermostat controlled heat mat but with the plastic cage it warped the bottom.
Please think long and hard before taking on an exotic pet.