Welcome to the world of hedgies! You will love him, i'm sure ^.^ A cage can never be too big, but some hedgies might not climb the loft (Keep that in mind
Here is a list of cat foods that are suitable: viewtopic.php?f=6&t=15
List of fruits and veggies: viewtopic.php?f=6&t=60&st=0&sk=t&sd=a&hilit=fruit+ and+veggies
They also love meal worms, A LOT
Some hedgies don't play with toys, but cat toys without holes and fluffies should be okay, as for the caves, the recommended choices are the waffle blocks, the igloos, and snuggle sacks (a variety of them are best.) I say go with the CSW, the flying saucer is rumored to cause joint problems and is loud-ish. I can't help you with the litter training, but they usually go on their wheels.