This is my experience exactly.
I rushed into things, not completely knowing entirely what I was getting myself into, which made things a bit bumpy at first.
Honestly, I didn't have the cage ready for her or anything when I bought her.
The day I bought her was the day I bought her cage and what not, and I have had to make many other trips to the pet store since then to buy things I didn't know I needed.
However to this day, my relationship with my Sonic is better and her cage is set up better for her, but that didn't happen over night that's for sure.
It's all a learning process.
The first week is very hard. Especially for a new owner. You're getting used to the hedgie and the hedgie is getting used to you. Sonic was very scared of me the first night and I of her, which made things very, very hard and stressful for me. Plus, if you don't do the right research like I didn't, you will have to spend a little extra money to fix any mistakes you made (such as buying the wrong wheel at first and having to buy a better one).
Let me tell you, many people use "hedgehogs are a low-maintenance pet" as a selling point.
Which I find a load of crap, in my personal opinion.
They take bonding time, special diets, special cage equipment, a regulated temperature, and vet trips, among other things.
A low-maintenance pet is a hamster, where you can just throw (speaking metaphorically, of course) them in a cage with cheap cedar bedding, a cheap wheel, a cheap water bottle and cheap food that's similar to bird feed. Hamsters can be replaced by a 10 dollar trip to the local pet store. Hedgehogs, not so much. Hedgehogs are expensive pets and it can be hard to find a reputable breeder.
Hedgehogs take a lot of time and dedication, not just money.
My opinions are not to discourage anyone or offend anyone,
I'm just using personal experience to fuel my opinions.
Hedgehogs are NOT a pet that is right for just anyone.
You also can't expect it to be as easy as what you read or hear or even see until you personally own one yourself.
I believe Sonic is the right pet for me, though. And I wouldn't trade her for anything.
Although we've had our difficult moments, I love my little ball of grumpy quills.