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The best cages for hedgehogs are the ones made for dwarf rabbits and guinea pigs. They should have a non mesh floor with bars for ventilation. Use a non dusty bedding such as Carefresh or Aspen Shavings.
Iggloos work nice as a hide box for hedgehogs. An exercise wheel is a must, make sure the wheel is at least 9'' or bigger and easy to clean since hedgehogs often go to the bathroom on them. Other fun toys you can try are small wiffle balls, fleece sacks, big clear balls (we use to call hamster balls) the hedgehog can get inside are nice when cleaning the cage.
A hedgehogs diet should be high in protein low in fat. I feed a high quality cat food along with freeze dried crickets as the staple. I feed one or two crickets a day. Mealworms can also be fed as treats but to make a healthier treat feed the mealworms first such as kale over night before giving the mealworms to the hedgehog. I also supplement fresh fruits, vegetables and cooked meats. I feed my hedgehogs Purina One Chicken and rice. A guide to a good quality cat food would be that the first ingredient be an animal product such as chicken or beef and not a by-product or filler.
Other Supplies- Have a nail clipper on hand. Hedgehog's nails will need trimming from time to time. A ceramic food dish around three inches in diameter is best for hedghogs. Any bigger in diameter hedgehogs tend to climb in and eat as well as using the food dish as a toilet.
Hedgehogs need to be kept between 73-75 to around 80-82. If the temps go below 73 you will need to set up a heating system. The best system that most people use these days is a ceramic heat emitter bulb that is screwed into a 10 inch lamp dome. The lamp should have a ceramic/porcelain socket. The wattage of the bulb should be either 100 or 150 watts depending how cold you keep the room. You will also need a thermostat to regulate the temperature inside the cage. You can find these supplies online or at stores like PetSmart.