Agreed with Ceopet. It sounds like you weren't really prepared for what to expect with hedgehog ownership. Hedgehogs poop a lot - it's just a fact of hedgie ownership. Babies poop and pee a TON, and while they'll do so less as they get older, they still poop quite a bit. You'll still have a poopy wheel to clean every day. You'll still need to spot-clean the cage daily, and do a fully clean every week. There's really no way to get around those things.
Her attitude is normal for hedgehogs, especially hedgies in a new environment. She doesn't know you yet and she doesn't know what to expect from you. They're pretty shy animals and they're usually pretty slow to start trusting a new person & opening up to them. You haven't even had her a full week yet - it can sometimes take weeks or months before a hedgehog will be comfortable with their new person.
Sit down and think about things for a bit. Think about having to clean up poop every day for the next 4-6 years. No days off - you'll have to clean the wheel every day. Think about whether you're willing to put a half an hour (at least) of your evenings aside to cuddle her every day for the next 4-6 years. If you don't hold her, she'll start to get more shy again. The only way she'll warm up to you is to continue getting her out & bonding with her. And she may never stop curling up in a ball when you first pick her up - some hedgehogs do that as a reaction to being picked up no matter what, then relax after they realize they know you.
If you think you're going to end up resenting her for what she requires from you, then it's probably a good idea to find a good home for her where they'll know what to expect from a hedgehog and will be happy to deal with the things that go along with hedgie ownership.
~*~*~ Kelsey ~*~*~
RIP my sweet Lily ~ 6/12/08 - 1/20/12