Let your hedgie get acquainted with his/her surroundings first. Let them be in their cage for a few days before taking them out to play, etc. Then, I would let them get used to you before introducing any new pets into the equation. S/he will be stressed enough as it is without fearing another animal (and thus, potential predator in their eyes) that's a lot bigger than s/he is.
When everyone's comfy (meaning you with your hedgie and your hedgie with you), then I would slowly, one-by-one, introduce kitties and doggies. BE PREPARED FOR THE WORST. Just in case, it's always better to be over prepared than under, but you'd be surprised how well hedgies can stand their ground.
We introduced one of our guys to my in-laws boxer, and the boxer sniffed him and as soon as Sebastian tensed up and hissed, the boxer yelped and ran off :lol: You just need to be very very careful and try not to put too many new things in your hedgie's life at once, so as to avoid as much stress as possible.
We have had our Sweet Pea for one month this Friday and we just started letting our Sheltie into the the room when our hedgie is playing in her enclosed gate. Last night our dog laid down and didn't make a peep, just watched her through the gate. Sweet Pea came over to where our dog was and smelled the air, poked her nose through the opening and just walked away. Our dog kept looking at us and then back to the hedgehog. It was so cute. We are keeping things pretty calm for Sweet Pea since she is quilling and doesn't like much of anything right now.