Getting a hedgie is exciting! But please make sure you know exactly what you're getting into before you bring him or her home. Make sure you have a way to keep the cage warm, over 74*F 24-7. Also make sure you have plenty of money set aside for vet bills, when they come up they can be very costly. Above all, just read the forums. Use the search tool, you can find the answers to most of your questions that way.
Here are some stickies that will probably help you a ton:
Good luck and keep us updated!