It is never a good idea to pick up a domestic hedgehog with gloves. Although imposing in appearance, the spines are not sharp enough to cause any real injury and, unlike porcupines, the spines do not come out and they are not barbed. It is absolutely essential for your hedgehog to recognize your scent and to recognize it as being harmless. In fact, in order to show your hedgehog at a sanctioned show, you must be able to properly handle him without gloves, since these are not allowed at the show table.
The correct method for picking up a hedgehog is to place your hands, palms up and his head facing away from you, on each side and gently scoop him up from underneath. If you
are a bit unsure at first, scoop a little lower and take some of the shavings with him as this will help to protect your hands from his spines. After picking him up, you can drop the shavings as you move him from hand to hand. Then, carefully move him over onto one hand and hold him over the back with the other. Another way is to pick him up with a slotted spoon and place him on your hand. Once accustomed to you, he won't bother to put his spines up and he will be very easy to pick up.
If he is rolled-up into a ball, he will, in most cases, soon unroll and put his spines down. If he is stubborn, though, getting him to unroll can can sometimes be little bit tricky. The simplest and most effective means to do this is to gently rock him back and forth in your hand. He will soon pop his little head out, but if he doesn't, hold him with his head facing away from you and a little bit higher than the rest of his body. Try to figure where his neck is and, in small circles about the size of a quarter, softly rub his neck. When he peaks out, allow him to lean forward and place his front feet on your other hand. Now, you can slowly move him from hand to hand. If, after trying these methods you are still having difficulties, ask a breeder or the store where you purchased your hedgehog if they could show you the proper technique for unrolling a stubborn pet.