LarryT is right, a foot bath really helps. Just a few inches of water in a sink (with slippery sides so that way they can't escape and I can assure you they will probably try
). I also found it helpful to get another person to hold the hedgie and once a foot sticks out for you to grab it and hold the pad of the paw. Wait a few moments for the hedgie to stop squirming because usually they will surrender to you pretty quickly and then proceed with the clipping. Be prepared to get wet
Btw for your first time I'd recommend not trying to cut them super close to the quick in case your hedgie moves and you cut them to short, try giving the nail a little trim just to see how that goes.