ok, you buy something like this:
And you put it in something like this:
Attached to something like this:
And you read this thread:
Because it has absolutely the best information here on how to do it.
You will want a CHE set up because climate can be very finicky and the CHE is the absolute best way to ensure one or even two hedgehogs are always at a good temperature without breaking the bank by heating the entire house, or risking fire. Remember, the CHE needs to be affixed securely to the cage so it doesn't fall off and will always be able to warm your little hedgie.
If you use a heating pad, you may burn your little one, and that isn't fun. If you use the space heater to heat the whole room, your mom might get upset at the extra electricity bill and the room might be too warm for everyone that isn't a hedgehog. The CHE really is your best option. Not a heat lamp. Heat lamp is bad and will most likely overheat your hedgie and also put off way too much light.