[Gnarly]

Five weeks old is a little young. Hedgehogs really shouldn't be separated from their mama until they are six weeks old.

Yes, he needs at least 12 hours of darkness. Hedgehogs are nocturnal.
Go for a ceramic heat emitter, or space heater, instead of the lamp.

 

[Gnarly]

You need to get a thermostat, so it will shut off and turn on when it needs to.

We use a space heater here, but it has a thermostat that allows you to control the temperature.