People often get itchy/rashy when first holding hedgies. And some people can continue to get a bit rashy every time they hold them(or at least I'm assuming? someone correct me if I'm wrong.) I've had Diggory for two(or 3? losing count with school) weeks and sometimes I still get itchy if he pokes me a lot.
I've read that it's because the hedgehog's quills can push all kinds of stuff(like things you're allergic to) under the top layer of your skin, causing a rash.
My boyfriend has it bad because he's allergic to a lot of things in the air. He gets all puffy and watery eyed and sniffly. Yet he continues to rub his face all over Diggory because he loves him so much.