Since hedgehogs are nocturnal, we opted away from a heat lamp so they could be in the dark. We got each of them (4) their own heat pad for sleeping. Sometimes, they use it, and other times they burrow into the bedding inside the little houses they have in their enclosures (bookcases laid horizontally). We also have carpet squares on part of the enclosure so they have options where to curl up and sleep. For cover, we cut up old fleece blankets so they can bury themselves under those.