Hi there! I'm a new hedgie owner too!
There are many things that hedgehogs like, and need.
For heating and hibernation prevention,
I use a "Blue Spotted" 60 watt ceramic heat emitter. (Blue spotted is the brand name). For any lamp, you need a clamp. To help me control the heating, I bought a Zoomed thermostat. Frosty (my hedgie) likes the temperature of 20 degrees (Celcius), but most hedgehogs like 21 up to 27 degrees c.
get some cat or hedgie food. It has to be dry food, low in fat (5-13%), and high in protein (30-40%). I use Royal Canin Light Dry Cat Food, and 8-in-1 hedgehog food. Both are available at most petvalus.
My hedgehogs cage is 72x72cm (almost 2feetx2feet). I use fleece at the bottom of the cage (instead of hamster or small animal bedding). In the litter pan, I put 2 big pieces of paper towel. It works great! I made a C&C cage. Here's a link that discusses C&C cages: http://www.guineapigcagesstore.com/about-candccages
They're commonly used for guinea pigs, but hedgehogs need at least 4 feet of space in their cage.
Items and toys!
Litter pan: You should have a litter pan. I use a small plate/pan, but plastic containers are fine as long as it fits under the wheel. (Hedgies use the washroom when they run.)
Sleeping bag: HAS TO BE FLEECE or fleece-like polyester. Here's a video on how to make one: https://www.youtube.com/watch?v=RXiLdCDMmcY
Hedgies like to go inside and cuddle up.
Sleeping box: A shoebox is fine and put polyester or fleece inside. Cut at hole and watch your hedgie cuddle up.
(From most important to least important):
Hamster wheel: Hedgehogs run even more then hamsters, therefore, they also need a wheel. Hedgehogs grow to the size of almost a guinea pig, therefore, the wheel should be 10.5" to 12" big. I use the Carolina Storm Bucket Wheel: http://www.carolinastormhedgehogs.co...ket-wheel.html
(also available on amazon.com and amazon.ca for a slightly greater price), but Silent Spinners are great too!
Toilet paper roll: Your hedgehog will love this toy, my hedgie likes it more than the wheel. She puts her head inside and starts smacking on her chew toys, as if she's playing baseball. Its so cute!
Ball with bell inside: Hedgehogs love rolling balls around. The bell inside is optional, because it can get noisy and isn't recommended if you're a light sleeper (because hedgies are nocturnal).
Hope this helps! If you want photos of more info, feel free to ask.