Welcome to the forum. Do some searching on this site under the titles for foods, wheels, cages, etc. We also have a member who wrote a book that you can download free - read it all - please. These will give you all the information you need - but please read them. There is a lot of information that has been gathered for you by people who know what they are talking about. Do this before getting your baby and wasting good money on stuff that may harm your baby.
Pet stores will claim to know what is good for a hedgehog, but most of them don't and check out the list of cat foods that contain the best ingredients for you hog. The research is all ready done for you.
Sorry if this sounds like a lecture, I don't mean it to. Again welcome. Hedgehogs rule!