I've heard of hedgehogs rejecting toys of one color while accepting otherwise-identical ones that are a different color. I've also seen people discuss what their hedgehogs' favorite colors are--it always seems to be bright ones. Hedgehogs apparently prefer colors like red, yellow, and blue--not dusty rose, mustard, and smoke. It's possible that they see color, but not very subtle variations of it. When you think about it, bright colors tend to have important meanings in the wild, like, "Hey! I'm tasty! Come pollinate me!!" or "I'm extremely poisonous! Go away!!" Perhaps that's why some hedgehogs have strong reactions to certain colors.
Just my .02 hypothesis.
That said--I've never had a hedgehog who cared what the color of anything was. The question is more like, "Can I eat it?! If not--can I nose my way under it, and will it be dark when I get there?!"