my hedgie lived with my teacher for the first two years of her life, and a couple of months ago my teacher had a baby and was unable to take care of the hedgehog anymore, so she told her classes, and i offered to take him because i love hedgehogs

this is my first hedgehog. his cage is roomy and we have an exercise wheel and food and water, and my teacher explained what he liked and doesn't like. since i just got him yesterday, i've sat beside his cage some and stuck my t-shirt in, as well as laid my hand beside him to let him sniff it too. he doesn't want to come out of his burrow at all - he just hides underneath his blanket and huffs whenever we come near him. he won't come out to eat, but we'll slide a chip or treat underneath there and he'll eat it. should we leave him alone and let him get adjusted, or try to pick him up or lure him out?