I have a hedgehog. Love that thing to death!
To have any questions you might have answered, I would go to:
http://www.hedgehogcentral.com
You can find the answer to any questions you might have there.
You might want to get some toys for him, mine loves to roll jingly cat balls around! Also, make sure he has plenty of room to run and/or a wheel. 11" diamater wheel is a good size. They need plenty of excersize.
Meal worms are an essential to a hedgehog's diet. They contain nutrients that hedgehogs need to be healthy. 2 or 3 a day will keep the doctor away
Best of luck with your new pet!
Now I think I know what to do!