One: You're going to want to use a lining other than sawdust, as I've heard it can cause respiratory problems. Fleece liners are what is recommended for little hedgies as it's easy to clean, more comfy for your hedgie, and post a lot less risk than most beddings do. If you really want to give them that sort of bedding I would recommend Carefresh, and freeze it beforehand to avoid mites. You can also use wood beddings, but as I don't know enough about those ones to say which poses a risk to your hedgies health, I will let someone else explain that one. But above all, I would recommend fleece liners.
Also you absolutely need a wheel, this is simply not an option. They will need a large 10-12 inch wheel to get their exercise nightly, and when you get one for your baby, you'll find that they will use this more than anything else you give them. But you can't use just any wheel; there are a lot of wheels that pose a risk to your hedgies health. If you go to a regular pet store, I would recommend the 12 inch Flying Saucer wheel; all of the other wheels at the store (and I Do mean all
of them) could be very dangerous to your hedgie, even the 'silent spinner' type that the employees will probably recommend. Don't get any wire/mesh wheels, or the silent spinner, as it could very easily catch claws and toes and cause both minor and serious injury.
The wheel most people decide to use is called the Carolina Storm Wheel, as it is made specifically for hedgies and made completely safe for them; it's also made and sold by a user here on this forum http://www.carolinastormhedgehogs.com/t ... wheel.html
To sum it all up: Do not use Sawdust. Go with either Carefresh or Fleece liners, preferably Fleece Liners. And get your hedgie a wheel.
Also: Make sure your hedgie has at least 4 square feet of room to play around in, minimum. Ideally they'd have more than that, but that is the recommended minimum.
The hissing and popping is completely normal; hedgies are skiddish and nervous, and it could take them a while to warm up to you. I recommend taking a shirt that you've been wearing, or a towel that's got your scent on it, and leaving it in the hedgies cage so they get used to your scent. And keep trying, be gentle with them. Sometimes it just takes hem a while to warm up to you, but eventually you'll be able to hold your baby :] When you're able to pick them up, and you should try and do this for about an hour a day, keep them in fleece or a towel set on your lap as bonding time. Just have patience, hedgies are one thing you absolutely can't rush.