1. It depends largely on the hedgehog. Many just take time and patience to warm up to you, then do better. Some are friendly almost right off the bat and you don't have a lot of trouble with them. And some never get completely comfortable with humans and may remain pretty huffy no matter how much time you spend with them. It's a good idea to think about whether you'd be okay with a hedgie that doesn't really liked to be pet or handled, since many are just explorer-types that don't want to be held. They want to be down on the floor to run around and explore. It just depends on the type and personality. It'd be a good idea to go to a hedgehog breeder nearby you and meet some of their hedgehogs. You can also meet their babies beforehand, or if they are a rescuer as well, some breeders have older hedgehogs that have a more stable personality (since babies can sometimes have a personality change after going through quilling) and you can be slightly more assured of getting a cuddly hedgie. Most hedgehogs will be a bit more shy when they come home though - new surroundings, new smells, everything's unfamiliar, etc.
2. No, you shouldn't change their sleeping schedule. It's very stressful and harmful to their health. They're nocturnal and they should remain that way unless their habits change by their choice - some hedgehogs will take to getting up mid-day for a snack or quick spin on the wheel, but it's not terribly common. Most people get their hedgehogs out in the evening/night. I'd say the earliest you want to try getting them out for actual play time is 6-7 pm. Even then, they may very well just want to sleep. You can get them out any time as long as you let them sleep during the day. If they're too bothered by daytime snuggles and don't seem comfortable sleeping on you then, it's probably best to let them sleep in peace in their cage. You do need to let them sleep during the day though - as I said, it's not good to force them to stay awake during their natural sleeping time. It'd be like someone dragging you out of your bed at 3 or 4 am and trying to get you to play soccer. You'd probably want to punch them in the face!
3. Babies often have stronger smelling pee and poop, but no, usually the smell isn't terrible if you keep up with cleaning. Wheels usually need to be cleaned daily (they poop as they run), your hedgehog may need a foot bath (poopy feet from running through it on their wheel) every morning or every other, and you'll want to change the bedding at least once a week. If you use liners (highly recommended), you may need to change them more than that, 2-3 times a week. You can usually pick up poops daily, if they dry whole on the fleece. If the urine smell gets strong though, it's best to just change the liner more often. Usually their poop and pee gets less smelly as they get older. You can also get an air purifier or use a box of baking soda near the cage to help with the smell.
I also highly suggest you read this care book - http://www.westcoasthedgehogs.com/files ... index.html
It's written by LizardGirl, one of the moderators on here, and has a ton of great information for prospective, new, and old owners. It's free to download, so I'd definitely do so and read it over to get a better idea of what owning a hedgehog entails. And kudos to you for doing some research first!