Ahh, you have a different personality than what many people get.
Your hedgie is normal too! She just happens to be an explorer-type hedgie that would rather get up & do things than lay around and sleep. That just means bonding is a little different for you guys. Instead of trying to make her stay on your lap, try to set up a hedgehog-proof room for her. Block off underneath furniture & behind, and anything else you don't want her to get into or under, etc. If this would be difficult, a playpen would be a good idea so you can keep her more contained & in a safe place.
For bonding/playtime, just sit or lay on the floor with her. Give her new things & smells to check out, pillows that she can climb or burrow under, etc. You can set up little obstacle courses (search the forums for "obstacle course", one member posted pictures of what hers looks like for her hedgie), and you can hide treats around for her to sniff out & find. She may not interact directly with you much. But she'll still be around you, getting used to you, and you can get her acclimated to you picking her up, holding her for a few minutes at a time, etc. She'll still learn that you taking her out means fun things are going to happen.